+146.3%
EFA vs ALLY
+182.4%
-36.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -1.0% | -2.8% | +1.8% | -0.3% |
| 30D | +1.6% | +1.9% | -0.3% | +1.0% |
| 3M | -3.2% | -12.1% | +8.9% | 0.0% |
| 6M | +2.5% | -9.0% | +11.5% | +4.7% |
| YTD | +10.7% | -12.9% | +23.6% | +14.0% |
| 1Y | +12.8% | -0.1% | +12.8% | +11.9% |
| 3Y | +66.4% | +64.6% | +1.8% | +40.0% |
| 5Y | +51.4% | -10.1% | +61.4% | +45.4% |
| 10Y | +146.3% | +176.7% | -30.4% | +71.1% |
| All | +146.3% | +182.4% | -36.1% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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