+320.5%
XLI vs ALLY
+99.9%
+220.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -0.2% | +3.4% | -3.7% | -1.4% |
| 3M | -8.6% | -11.1% | +2.5% | -5.1% |
| 6M | -2.0% | -11.5% | +9.5% | +1.7% |
| YTD | +9.7% | -12.3% | +22.1% | +13.7% |
| 1Y | +11.4% | +1.1% | +10.3% | +9.9% |
| 3Y | +74.2% | +64.8% | +9.4% | +40.7% |
| 5Y | +70.0% | -6.9% | +76.8% | +60.1% |
| 10Y | +235.2% | +194.9% | +40.3% | +92.9% |
| All | +320.5% | +99.9% | +220.5% | +162.6% |
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