+222.2%
ACWI vs ALLY
+201.0%
+21.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -2.8% | +3.4% | -6.3% | -3.8% |
| 3M | -3.2% | -11.1% | +7.9% | -0.1% |
| 6M | +1.3% | -11.5% | +12.8% | +4.4% |
| YTD | +11.2% | -12.3% | +23.6% | +14.5% |
| 1Y | +13.8% | +1.1% | +12.7% | +12.4% |
| 3Y | +76.2% | +64.8% | +11.4% | +47.0% |
| 5Y | +59.5% | -6.9% | +66.3% | +51.5% |
| 10Y | +222.2% | +194.9% | +27.3% | +122.9% |
| All | +222.2% | +201.0% | +21.2% | +122.9% |
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