+311.7%
XLY vs ALLY
+117.4%
+194.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.3% |
| 7D | -0.5% | +1.0% | -1.6% | -0.9% |
| 30D | -4.9% | -3.3% | -1.6% | -3.9% |
| 3M | -1.0% | +0.5% | -1.5% | -1.3% |
| 6M | 0.0% | +12.6% | -12.6% | -4.2% |
| YTD | -4.2% | -4.7% | +0.5% | -3.3% |
| 1Y | -2.7% | +5.2% | -7.9% | -5.3% |
| 3Y | +38.4% | +66.5% | -28.0% | +12.6% |
| 5Y | +28.9% | +0.2% | +28.7% | +19.5% |
| 10Y | +214.7% | +180.8% | +34.0% | +98.1% |
| All | +311.7% | +117.4% | +194.3% | +172.2% |
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