+54.6%
XLE vs ALLY
+63.1%
-8.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +2.2% | +3.7% | -1.5% | +1.5% |
| 30D | +11.8% | -2.3% | +14.0% | +12.2% |
| 3M | +9.8% | +3.8% | +6.0% | +8.6% |
| 6M | +15.6% | +9.7% | +5.9% | +12.2% |
| YTD | +45.3% | -1.4% | +46.7% | +44.7% |
| 1Y | +48.3% | +8.2% | +40.1% | +43.5% |
| All | +54.6% | +63.1% | -8.5% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling