+207.2%
XLP vs ALLY
+101.5%
+105.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | +7.6% | -12.4% | +20.0% | +9.5% |
| 6M | +10.0% | -8.7% | +18.7% | +11.1% |
| YTD | +19.7% | -11.6% | +31.4% | +21.2% |
| 1Y | +23.5% | +0.2% | +23.3% | +22.7% |
| 3Y | +44.0% | +57.1% | -13.1% | +31.4% |
| 5Y | +42.7% | -6.8% | +49.5% | +37.8% |
| 10Y | +131.3% | +200.4% | -69.0% | +78.8% |
| All | +207.2% | +101.5% | +105.7% | +146.8% |
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