+54.8%
EFA vs ALLY
-0.2%
+55.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | -0.7% | -3.3% | +2.6% | 0.0% |
| 3M | +6.4% | +0.5% | +5.9% | +6.1% |
| 6M | +11.4% | +12.6% | -1.2% | +7.9% |
| YTD | +14.0% | -4.7% | +18.7% | +14.7% |
| 1Y | +20.2% | +5.2% | +15.0% | +17.8% |
| 3Y | +68.2% | +66.5% | +1.7% | +43.2% |
| 5Y | +54.8% | +0.2% | +54.6% | +45.9% |
| All | +54.8% | -0.2% | +55.1% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling