+48.2%
XLU vs ALLY
+63.1%
-15.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +0.6% | -1.9% | +2.6% | +0.8% |
| 30D | -0.4% | -4.5% | +4.0% | 0.0% |
| 3M | -1.7% | -2.8% | +1.1% | -1.5% |
| 6M | -7.1% | +10.3% | -17.4% | -8.3% |
| YTD | +1.9% | -5.7% | +7.6% | +2.4% |
| 1Y | +6.1% | +3.9% | +2.2% | +5.1% |
| All | +48.2% | +63.1% | -15.0% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling