+98.7%
ALLY vs VEU
+144.9%
-46.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -2.6% |
| 7D | -0.2% | +0.8% | -1.0% | -1.3% |
| 30D | +3.4% | -1.6% | +5.1% | +5.5% |
| 3M | -11.1% | -4.2% | -6.9% | -6.5% |
| 6M | -11.5% | -1.5% | -10.0% | -10.8% |
| YTD | -12.3% | +11.7% | -24.0% | -25.8% |
| 1Y | +1.1% | +15.6% | -14.5% | -18.2% |
| 3Y | +64.8% | +71.7% | -6.9% | -21.2% |
| 5Y | -6.9% | +49.5% | -56.3% | -45.1% |
| 10Y | +194.9% | +145.6% | +49.3% | +3.4% |
| All | +98.7% | +144.9% | -46.2% | -28.8% |
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