+146.5%
EFA vs ALLY
+174.3%
-27.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | +2.2% | +0.4% | +1.9% | +2.1% |
| 30D | +1.4% | +5.2% | -3.9% | 0.0% |
| 3M | -4.2% | -13.3% | +9.1% | -0.6% |
| 6M | +1.9% | -6.7% | +8.6% | +3.5% |
| YTD | +10.2% | -12.8% | +23.0% | +13.5% |
| 1Y | +12.8% | +0.7% | +12.1% | +11.7% |
| 3Y | +65.2% | +65.2% | 0.0% | +38.8% |
| 5Y | +49.8% | -10.1% | +60.0% | +44.0% |
| All | +146.5% | +174.3% | -27.8% | +70.2% |
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