+149.9%
XLE vs ALLY
-9.5%
+159.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | +6.6% | -12.6% | +19.1% | +9.4% |
| 6M | +9.5% | -12.4% | +22.0% | +11.9% |
| YTD | +40.6% | -13.2% | +53.7% | +43.1% |
| 1Y | +43.6% | +1.8% | +41.8% | +40.3% |
| 3Y | +58.1% | +58.0% | +0.1% | +36.0% |
| All | +149.9% | -9.5% | +159.4% | +137.4% |
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