+44.4%
XLU vs ALLY
-2.7%
+47.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -1.2% | -3.3% | +2.1% | -0.8% |
| 30D | -2.5% | -4.1% | +1.5% | -2.1% |
| 3M | -2.7% | +1.4% | -4.1% | -3.0% |
| 6M | -7.5% | +14.4% | -21.8% | -9.2% |
| YTD | +0.9% | -4.9% | +5.9% | +1.2% |
| 1Y | +3.3% | +5.5% | -2.2% | +2.0% |
| 3Y | +47.3% | +66.0% | -18.7% | +34.3% |
| 5Y | +44.4% | -2.4% | +46.8% | +35.4% |
| All | +44.4% | -2.7% | +47.1% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling