+2.8%
XLU vs ALLY
+5.3%
-2.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | -1.2% | -3.3% | +2.1% | -1.1% |
| 30D | -2.5% | -4.1% | +1.5% | -2.4% |
| 3M | -2.7% | +1.4% | -4.1% | -2.8% |
| 6M | -7.5% | +14.4% | -21.8% | -7.7% |
| YTD | +0.9% | -4.9% | +5.9% | +1.4% |
| All | +2.8% | +5.3% | -2.5% | +1.9% |
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 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