+186.0%
ALLY vs VEU
+150.1%
+35.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | 0.0% |
| 7D | -1.9% | +0.3% | -2.3% | -2.3% |
| 30D | -4.5% | +0.7% | -5.1% | -5.4% |
| 3M | -2.8% | +4.7% | -7.5% | -9.3% |
| 6M | +10.3% | +11.6% | -1.3% | -7.1% |
| YTD | -5.7% | +16.8% | -22.5% | -26.0% |
| 1Y | +3.9% | +24.9% | -20.9% | -25.9% |
| 3Y | +64.7% | +75.7% | -11.0% | -29.2% |
| 5Y | -2.6% | +56.1% | -58.7% | -48.8% |
| 10Y | +186.0% | +153.6% | +32.4% | -16.1% |
| All | +186.0% | +150.1% | +35.9% | -16.1% |
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