+152.2%
XLE vs ALLY
-7.4%
+159.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.6% | -2.7% |
| 7D | -10.3% | -1.1% | -9.2% | -10.2% |
| 30D | -3.3% | +4.2% | -7.5% | -4.3% |
| 3M | +8.2% | -12.4% | +20.6% | +11.0% |
| 6M | +5.0% | -8.7% | +13.7% | +6.3% |
| YTD | +40.6% | -11.6% | +52.2% | +42.6% |
| 1Y | +45.0% | +0.2% | +44.9% | +42.3% |
| 3Y | +56.3% | +57.1% | -0.8% | +34.7% |
| 5Y | +152.2% | -6.8% | +159.1% | +139.0% |
| All | +152.2% | -7.4% | +159.7% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling