+94.3%
ALLY vs EFV
+140.1%
-45.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.8% |
| 7D | -0.7% | +2.1% | -2.8% | -3.4% |
| 30D | +1.1% | +3.1% | -1.9% | -2.7% |
| 3M | -13.2% | -1.3% | -11.9% | -11.8% |
| 6M | -13.5% | +6.0% | -19.5% | -19.9% |
| YTD | -14.3% | +15.8% | -30.1% | -29.7% |
| 1Y | -1.1% | +21.1% | -22.2% | -23.3% |
| 3Y | +62.0% | +91.0% | -29.0% | -30.7% |
| 5Y | -9.6% | +94.3% | -103.9% | -61.1% |
| 10Y | +176.0% | +160.4% | +15.5% | -11.6% |
| All | +94.3% | +140.1% | -45.8% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling