+182.9%
XLP vs ALLY
+124.8%
+58.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +3.7% | -4.7% | -1.5% |
| 30D | -0.9% | -2.3% | +1.4% | -0.6% |
| 3M | +3.8% | +3.8% | 0.0% | +3.2% |
| 6M | -1.7% | +9.7% | -11.4% | -3.2% |
| YTD | +10.3% | -1.4% | +11.7% | +10.0% |
| 1Y | +7.8% | +8.2% | -0.4% | +6.0% |
| 3Y | +27.2% | +66.5% | -39.3% | +15.2% |
| 5Y | +32.5% | +1.2% | +31.3% | +26.5% |
| 10Y | +101.8% | +191.4% | -89.6% | +56.6% |
| All | +182.9% | +124.8% | +58.0% | +124.1% |
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