+96.8%
ALLY vs VEU
+138.2%
-41.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +0.9% | -1.6% | +2.6% | +3.0% |
| 30D | +3.1% | -4.3% | +7.4% | +8.9% |
| 3M | -12.6% | -5.8% | -6.7% | -5.9% |
| 6M | -12.4% | -4.4% | -8.1% | -8.3% |
| YTD | -13.2% | +8.7% | -21.8% | -23.9% |
| 1Y | +1.8% | +12.6% | -10.8% | -14.8% |
| 3Y | +58.0% | +65.2% | -7.3% | -20.5% |
| 5Y | -8.4% | +45.5% | -54.0% | -44.1% |
| 10Y | +195.3% | +142.7% | +52.5% | +5.9% |
| All | +96.8% | +138.2% | -41.3% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling