+22.4%
XLP vs ALLY
-1.7%
+24.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | +0.7% | +0.9% | -0.2% | +0.7% |
| 30D | +10.3% | +3.1% | +7.2% | +10.2% |
| 3M | +6.5% | -12.6% | +19.1% | +6.6% |
| 6M | +8.4% | -12.4% | +20.8% | +8.6% |
| YTD | +18.2% | -13.2% | +31.3% | +18.5% |
| 1Y | +22.4% | +1.8% | +20.6% | +21.4% |
| All | +22.4% | -1.7% | +24.1% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling