+305.0%
XLI vs ALLY
+98.1%
+206.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | -2.8% | +0.9% | -3.8% | -3.2% |
| 30D | -3.1% | +3.1% | -6.2% | -4.2% |
| 3M | -11.7% | -12.6% | +0.8% | -7.9% |
| 6M | -7.6% | -12.4% | +4.9% | -3.8% |
| YTD | +5.7% | -13.2% | +18.9% | +9.8% |
| 1Y | +7.8% | +1.8% | +6.0% | +6.1% |
| 3Y | +67.4% | +58.0% | +9.4% | +37.1% |
| 5Y | +64.8% | -8.4% | +73.2% | +56.2% |
| 10Y | +241.2% | +195.3% | +45.9% | +96.2% |
| All | +305.0% | +98.1% | +206.9% | +153.7% |
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