+1.0%
XLU vs ALLY
+4.2%
-3.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.3% |
| 7D | +2.6% | +2.4% | +0.3% | +2.5% |
| 30D | +9.1% | +5.6% | +3.5% | +8.9% |
| 3M | -0.4% | -11.7% | +11.3% | -0.2% |
| 6M | -4.7% | -7.0% | +2.4% | -4.6% |
| YTD | +4.3% | -10.4% | +14.7% | +5.1% |
| 1Y | +1.0% | +2.4% | -1.4% | +0.4% |
| All | +1.0% | +4.2% | -3.3% | +0.4% |
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