+180.8%
ALLY vs EFV
+163.3%
+17.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.3% |
| 7D | +1.0% | +1.0% | 0.0% | -0.3% |
| 30D | -3.3% | +0.2% | -3.5% | -3.5% |
| 3M | +0.5% | +9.6% | -9.2% | -11.9% |
| 6M | +12.6% | +14.0% | -1.4% | -7.2% |
| YTD | -4.7% | +18.5% | -23.1% | -26.0% |
| 1Y | +5.2% | +27.9% | -22.7% | -26.8% |
| 3Y | +66.5% | +92.4% | -26.0% | -37.0% |
| 5Y | +0.2% | +97.2% | -96.9% | -62.5% |
| 10Y | +180.8% | +163.0% | +17.8% | -28.0% |
| All | +180.8% | +163.3% | +17.4% | -28.0% |
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