+167.2%
ALLY vs VEU
+149.9%
+17.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +0.4% | +2.1% | -1.7% | -2.5% |
| 30D | +5.2% | -0.9% | +6.2% | +6.4% |
| 3M | -13.3% | -5.4% | -7.9% | -6.8% |
| 6M | -6.7% | -1.8% | -4.9% | -5.5% |
| YTD | -12.8% | +10.9% | -23.8% | -27.0% |
| 1Y | +0.7% | +13.6% | -12.9% | -18.4% |
| 3Y | +65.2% | +69.3% | -4.0% | -26.2% |
| 5Y | -10.1% | +48.1% | -58.2% | -49.6% |
| All | +167.2% | +149.9% | +17.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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