+96.8%
ALLY vs EFV
+134.6%
-37.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | +0.1% |
| 7D | +0.9% | -0.7% | +1.6% | +1.8% |
| 30D | +3.1% | +0.9% | +2.2% | +2.0% |
| 3M | -12.6% | -3.6% | -9.0% | -8.5% |
| 6M | -12.4% | +2.5% | -15.0% | -15.4% |
| YTD | -13.2% | +13.2% | -26.3% | -26.6% |
| 1Y | +1.8% | +20.3% | -18.5% | -20.4% |
| 3Y | +58.0% | +84.9% | -26.9% | -29.5% |
| 5Y | -8.4% | +87.7% | -96.2% | -58.8% |
| 10Y | +195.3% | +160.7% | +34.5% | -4.3% |
| All | +96.8% | +134.6% | -37.7% | -31.2% |
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