+163.9%
XLE vs ALLY
+182.8%
-18.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +1.3% |
| 7D | -6.7% | -0.7% | -6.0% | -6.6% |
| 30D | -4.4% | +1.1% | -5.6% | -5.1% |
| 3M | +4.0% | -13.2% | +17.2% | +9.2% |
| 6M | +13.2% | -13.5% | +26.6% | +18.0% |
| YTD | +41.9% | -14.3% | +56.2% | +46.8% |
| 1Y | +41.6% | -1.1% | +42.8% | +37.9% |
| 3Y | +64.0% | +62.0% | +2.0% | +23.2% |
| 5Y | +158.1% | -9.6% | +167.7% | +136.8% |
| 10Y | +163.9% | +176.0% | -12.0% | +38.2% |
| All | +163.9% | +182.8% | -18.9% | +38.2% |
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