+32.4%
XLY vs ALLY
+64.5%
-32.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.7% |
| 7D | -3.9% | -3.3% | -0.6% | -2.8% |
| 30D | -6.1% | -4.1% | -2.1% | -4.9% |
| 3M | -1.2% | +1.4% | -2.5% | -1.7% |
| 6M | -1.8% | +14.4% | -16.1% | -6.4% |
| YTD | -5.9% | -4.9% | -0.9% | -4.9% |
| 1Y | -3.1% | +5.5% | -8.6% | -5.8% |
| All | +32.4% | +64.5% | -32.0% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling