+41.0%
XLE vs ALLY
+0.5%
+40.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.7% |
| 7D | -7.9% | -0.2% | -7.7% | -7.8% |
| 30D | -4.8% | +3.4% | -8.3% | -4.1% |
| 3M | +8.4% | -11.1% | +19.4% | +6.2% |
| 6M | +12.7% | -11.5% | +24.2% | +11.0% |
| YTD | +41.3% | -12.3% | +53.6% | +41.6% |
| All | +41.0% | +0.5% | +40.5% | +38.7% |
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