+247.6%
XLU vs ALLY
+98.8%
+148.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +5.6% | +5.2% | +0.3% | +4.7% |
| 3M | +0.7% | -13.3% | +14.0% | +2.9% |
| 6M | -0.1% | -6.7% | +6.6% | +0.8% |
| YTD | +5.3% | -12.8% | +18.1% | +7.0% |
| 1Y | +2.2% | +0.7% | +1.5% | +1.3% |
| 3Y | +61.6% | +65.2% | -3.6% | +44.7% |
| 5Y | +53.6% | -10.1% | +63.7% | +48.2% |
| 10Y | +162.3% | +177.0% | -14.7% | +96.5% |
| All | +247.6% | +98.8% | +148.8% | +167.9% |
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