+40.2%
EFX vs ALLY
+178.4%
-138.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.0% |
| 7D | -7.8% | +1.0% | -8.9% | -8.1% |
| 30D | -5.7% | -3.3% | -2.4% | -4.7% |
| 3M | +2.5% | +0.5% | +2.1% | +2.1% |
| 6M | -16.7% | +12.6% | -29.3% | -20.1% |
| YTD | -20.2% | -4.7% | -15.5% | -19.4% |
| 1Y | -31.4% | +5.2% | -36.6% | -33.1% |
| 3Y | -10.5% | +66.5% | -77.0% | -26.4% |
| 5Y | -35.2% | +0.2% | -35.4% | -40.2% |
| 10Y | +40.2% | +180.8% | -140.6% | +0.6% |
| All | +40.2% | +178.4% | -138.2% | +0.6% |
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