+42.4%
XLE vs ALLY
+0.1%
+42.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +2.2% |
| 7D | -0.2% | -2.8% | +2.5% | -0.8% |
| 30D | -4.0% | +1.9% | -5.9% | -3.5% |
| 3M | +4.6% | -12.1% | +16.7% | +2.3% |
| 6M | +12.3% | -9.0% | +21.3% | +10.8% |
| YTD | +44.5% | -12.9% | +57.5% | +44.6% |
| 1Y | +42.4% | -0.1% | +42.5% | +39.6% |
| All | +42.4% | +0.1% | +42.3% | +39.6% |
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