+58.1%
XLE vs ALLY
+54.4%
+3.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -12.0% | +0.9% | -12.9% | -12.2% |
| 30D | -2.7% | +3.1% | -5.8% | -3.4% |
| 3M | +6.6% | -12.6% | +19.1% | +8.9% |
| 6M | +9.5% | -12.4% | +22.0% | +11.5% |
| YTD | +40.6% | -13.2% | +53.7% | +43.0% |
| 1Y | +43.6% | +1.8% | +41.8% | +39.6% |
| 3Y | +58.1% | +58.0% | +0.1% | +37.5% |
| All | +58.1% | +54.4% | +3.7% | +37.5% |
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