+12.5%
XLF vs ALLY
-1.0%
+13.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | +7.6% | +5.2% | +2.4% | +5.7% |
| 3M | +1.1% | -13.3% | +14.4% | +6.0% |
| 6M | +15.9% | -6.7% | +22.6% | +18.0% |
| YTD | +8.4% | -12.8% | +21.3% | +13.1% |
| 1Y | +12.5% | +0.7% | +11.8% | +11.2% |
| All | +12.5% | -1.0% | +13.5% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling