+27.6%
XLY vs ALLY
-2.7%
+30.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.7% |
| 7D | -3.9% | -3.3% | -0.6% | -2.7% |
| 30D | -6.1% | -4.1% | -2.1% | -4.7% |
| 3M | -1.2% | +1.4% | -2.5% | -1.8% |
| 6M | -1.8% | +14.4% | -16.1% | -7.0% |
| YTD | -5.9% | -4.9% | -0.9% | -4.8% |
| 1Y | -3.1% | +5.5% | -8.6% | -6.2% |
| 3Y | +36.0% | +66.0% | -30.1% | +7.0% |
| 5Y | +27.6% | -2.4% | +29.9% | +19.5% |
| All | +27.6% | -2.7% | +30.3% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling