+169.4%
XLV vs ALLY
+189.7%
-20.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -3.6% | -3.8% | +0.2% | -2.9% |
| 30D | -1.8% | -4.9% | +3.1% | -0.9% |
| 3M | +7.8% | -2.6% | +10.4% | +8.2% |
| 6M | +9.1% | +15.7% | -6.6% | +5.9% |
| YTD | +7.7% | -5.2% | +12.9% | +8.2% |
| 1Y | +20.4% | +2.8% | +17.6% | +18.9% |
| 3Y | +30.8% | +63.4% | -32.7% | +15.6% |
| 5Y | +34.6% | -2.6% | +37.2% | +28.3% |
| All | +169.4% | +189.7% | -20.3% | +91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling