+257.2%
XLI vs ALLY
+178.1%
+79.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -0.6% | -1.9% | +1.4% | +0.1% |
| 30D | -6.9% | -4.5% | -2.5% | -5.5% |
| 3M | -1.9% | -2.8% | +0.9% | -1.1% |
| 6M | +1.0% | +10.3% | -9.3% | -2.7% |
| YTD | +11.3% | -5.7% | +17.0% | +12.7% |
| 1Y | +15.8% | +3.9% | +11.9% | +13.0% |
| 3Y | +69.8% | +64.7% | +5.1% | +36.4% |
| 5Y | +80.9% | -2.6% | +83.5% | +67.9% |
| 10Y | +257.2% | +186.0% | +71.2% | +107.0% |
| All | +257.2% | +178.1% | +79.2% | +107.0% |
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