+49.9%
XLE vs ALLY
+4.2%
+45.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.8% | -8.5% | -4.0% |
| 7D | -7.2% | +2.4% | -9.6% | -6.6% |
| 30D | +0.1% | +5.6% | -5.5% | +1.3% |
| 3M | +9.2% | -11.7% | +20.9% | +6.9% |
| 6M | +8.4% | -7.0% | +15.4% | +7.5% |
| YTD | +44.9% | -10.4% | +55.3% | +45.7% |
| 1Y | +49.9% | +2.4% | +47.5% | +48.8% |
| All | +49.9% | +4.2% | +45.6% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling