+19.3%
EFA vs ALLY
+4.3%
+15.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -0.5% | -1.9% | +1.5% | 0.0% |
| 30D | -1.3% | -4.5% | +3.1% | -0.3% |
| 3M | +5.2% | -2.8% | +8.0% | +5.6% |
| 6M | +9.4% | +10.3% | -1.0% | +6.8% |
| YTD | +12.7% | -5.7% | +18.4% | +13.2% |
| 1Y | +19.3% | +3.9% | +15.3% | +17.2% |
| All | +19.3% | +4.3% | +15.0% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling