+110.6%
XLRE vs ALLY
+179.2%
-68.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.2% | +3.7% | -4.9% | -2.2% |
| 30D | -2.8% | -2.3% | -0.6% | -2.3% |
| 3M | -0.2% | +3.8% | -4.0% | -1.4% |
| 6M | +1.9% | +9.7% | -7.8% | -1.0% |
| YTD | +10.6% | -1.4% | +12.0% | +10.2% |
| 1Y | +8.8% | +8.2% | +0.6% | +5.4% |
| 3Y | +31.5% | +66.5% | -34.9% | +10.3% |
| 5Y | +6.6% | +1.2% | +5.4% | -1.7% |
| 10Y | +84.0% | +191.4% | -107.4% | +18.5% |
| All | +110.6% | +179.2% | -68.6% | +29.9% |
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