+323.8%
XLF vs ALLY
+124.8%
+199.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | 0.0% | +3.7% | -3.7% | -1.5% |
| 30D | +0.2% | -2.3% | +2.4% | +1.1% |
| 3M | +11.7% | +3.8% | +7.9% | +9.7% |
| 6M | +13.8% | +9.7% | +4.1% | +8.8% |
| YTD | +7.0% | -1.4% | +8.4% | +6.7% |
| 1Y | +9.1% | +8.2% | +0.9% | +4.3% |
| 3Y | +75.6% | +66.5% | +9.1% | +34.3% |
| 5Y | +66.4% | +1.2% | +65.2% | +50.3% |
| 10Y | +250.3% | +191.4% | +58.9% | +84.6% |
| All | +323.8% | +124.8% | +199.0% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling