+42.7%
XLP vs ALLY
-7.4%
+50.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.6% |
| 7D | +3.5% | -1.1% | +4.6% | +3.6% |
| 30D | +11.6% | +4.2% | +7.4% | +11.1% |
| 3M | +7.6% | -12.4% | +20.0% | +9.0% |
| 6M | +10.0% | -8.7% | +18.7% | +10.9% |
| YTD | +19.7% | -11.6% | +31.4% | +20.9% |
| 1Y | +23.5% | +0.2% | +23.3% | +22.8% |
| 3Y | +44.0% | +57.1% | -13.1% | +32.9% |
| 5Y | +42.7% | -6.8% | +49.5% | +41.5% |
| All | +42.7% | -7.4% | +50.1% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling