+144.4%
EFA vs ALLY
+178.1%
-33.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -0.5% | -1.9% | +1.5% | 0.0% |
| 30D | -1.3% | -4.5% | +3.1% | -0.2% |
| 3M | +5.2% | -2.8% | +8.0% | +5.8% |
| 6M | +9.4% | +10.3% | -1.0% | +6.2% |
| YTD | +12.7% | -5.7% | +18.4% | +13.8% |
| 1Y | +19.3% | +3.9% | +15.3% | +17.0% |
| 3Y | +66.3% | +64.7% | +1.6% | +39.8% |
| 5Y | +53.4% | -2.6% | +55.9% | +44.0% |
| 10Y | +144.4% | +186.0% | -41.5% | +67.1% |
| All | +144.4% | +178.1% | -33.6% | +67.1% |
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