+174.3%
XLE vs ALLY
+191.1%
-16.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.2% | +3.7% | -1.5% | +0.8% |
| 30D | +11.8% | -2.3% | +14.0% | +12.6% |
| 3M | +9.8% | +3.8% | +6.0% | +7.5% |
| 6M | +15.6% | +9.7% | +5.9% | +9.4% |
| YTD | +45.3% | -1.4% | +46.7% | +43.0% |
| 1Y | +48.3% | +8.2% | +40.1% | +39.6% |
| 3Y | +55.4% | +66.5% | -11.0% | +16.3% |
| 5Y | +216.1% | +1.2% | +214.9% | +178.8% |
| All | +174.3% | +191.1% | -16.9% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling