+176.0%
ALLY vs VEU
+144.2%
+31.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.3% |
| 7D | -0.7% | +0.5% | -1.2% | -1.6% |
| 30D | +1.1% | -2.3% | +3.4% | +4.2% |
| 3M | -13.2% | -4.4% | -8.8% | -8.1% |
| 6M | -13.5% | -2.2% | -11.3% | -12.0% |
| YTD | -14.3% | +10.9% | -25.2% | -28.2% |
| 1Y | -1.1% | +13.4% | -14.5% | -19.7% |
| 3Y | +62.0% | +69.7% | -7.7% | -27.9% |
| 5Y | -9.6% | +50.0% | -59.6% | -50.2% |
| 10Y | +176.0% | +145.8% | +30.2% | -13.2% |
| All | +176.0% | +144.2% | +31.8% | -13.2% |
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