+167.2%
ALLY vs EFV
+163.3%
+3.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.3% |
| 7D | +0.4% | +2.5% | -2.2% | -3.2% |
| 30D | +5.2% | +2.9% | +2.3% | +1.0% |
| 3M | -13.3% | -1.4% | -11.9% | -11.7% |
| 6M | -6.7% | +5.5% | -12.2% | -13.8% |
| YTD | -12.8% | +16.1% | -28.9% | -30.5% |
| 1Y | +0.7% | +20.3% | -19.6% | -23.7% |
| 3Y | +65.2% | +90.4% | -25.2% | -37.1% |
| 5Y | -10.1% | +93.5% | -103.6% | -65.7% |
| All | +167.2% | +163.3% | +3.9% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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