+237.5%
XLU vs ALLY
+124.8%
+112.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +0.8% | +3.7% | -2.9% | +0.3% |
| 30D | -1.3% | -2.3% | +0.9% | -1.0% |
| 3M | -1.3% | +3.8% | -5.2% | -2.0% |
| 6M | -7.6% | +9.7% | -17.3% | -9.3% |
| YTD | +2.3% | -1.4% | +3.7% | +2.0% |
| 1Y | +5.8% | +8.2% | -2.5% | +3.7% |
| 3Y | +50.5% | +66.5% | -15.9% | +34.8% |
| 5Y | +44.1% | +1.2% | +42.9% | +36.5% |
| 10Y | +138.2% | +191.4% | -53.2% | +76.3% |
| All | +237.5% | +124.8% | +112.7% | +155.4% |
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 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