+335.2%
XLI vs ALLY
+124.8%
+210.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +3.7% | -4.7% | -2.2% |
| 30D | -5.9% | -2.3% | -3.7% | -5.3% |
| 3M | -0.3% | +3.8% | -4.1% | -1.6% |
| 6M | +0.1% | +9.7% | -9.6% | -3.4% |
| YTD | +13.6% | -1.4% | +15.0% | +13.3% |
| 1Y | +17.2% | +8.2% | +9.0% | +12.9% |
| 3Y | +68.2% | +66.5% | +1.7% | +35.3% |
| 5Y | +80.7% | +1.2% | +79.5% | +65.5% |
| 10Y | +253.3% | +191.4% | +61.8% | +103.1% |
| All | +335.2% | +124.8% | +210.3% | +161.8% |
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