+245.7%
XLU vs ALLY
+97.2%
+148.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.2% | -2.1% | +3.3% | +1.5% |
| 30D | +4.6% | +2.0% | +2.6% | +4.3% |
| 3M | +0.7% | -13.3% | +14.0% | +2.8% |
| 6M | -1.7% | -9.9% | +8.1% | -0.4% |
| YTD | +4.8% | -13.5% | +18.3% | +6.5% |
| 1Y | +0.2% | -2.8% | +3.0% | 0.0% |
| 3Y | +58.9% | +63.4% | -4.6% | +42.5% |
| 5Y | +52.8% | -10.9% | +63.6% | +47.7% |
| 10Y | +160.9% | +174.7% | -13.8% | +95.8% |
| All | +245.7% | +97.2% | +148.6% | +166.8% |
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