+150.2%
XLE vs ALLY
-6.7%
+156.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -4.8% | +3.4% | -8.3% | -5.6% |
| 3M | +8.4% | -11.1% | +19.4% | +10.8% |
| 6M | +12.7% | -11.5% | +24.2% | +14.8% |
| YTD | +41.3% | -12.3% | +53.6% | +43.6% |
| 1Y | +42.3% | +1.1% | +41.2% | +39.3% |
| 3Y | +65.1% | +64.8% | +0.3% | +40.6% |
| 5Y | +150.2% | -6.9% | +157.1% | +136.5% |
| All | +150.2% | -6.7% | +156.9% | +136.5% |
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 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