+251.6%
XLF vs ALLY
+178.1%
+73.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | 0.0% |
| 7D | -1.0% | -1.9% | +0.9% | -0.2% |
| 30D | -1.3% | -4.5% | +3.2% | +0.5% |
| 3M | +9.1% | -2.8% | +12.0% | +10.1% |
| 6M | +14.4% | +10.3% | +4.0% | +8.9% |
| YTD | +5.1% | -5.7% | +10.8% | +6.7% |
| 1Y | +8.6% | +3.9% | +4.7% | +5.4% |
| 3Y | +74.4% | +64.7% | +9.7% | +32.8% |
| 5Y | +64.4% | -2.6% | +66.9% | +50.7% |
| 10Y | +251.6% | +186.0% | +65.6% | +76.0% |
| All | +251.6% | +178.1% | +73.5% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling