-32.8%
EFX vs ALLY
+1.6%
-34.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.5% |
| 7D | -8.6% | +3.7% | -12.3% | -9.9% |
| 30D | +0.1% | -2.3% | +2.4% | +0.9% |
| 3M | +3.8% | +3.8% | 0.0% | +2.1% |
| 6M | -13.5% | +9.7% | -23.2% | -16.9% |
| YTD | -17.7% | -1.4% | -16.3% | -17.8% |
| 1Y | -25.6% | +8.2% | -33.8% | -28.5% |
| 3Y | -12.1% | +66.5% | -78.6% | -30.4% |
| All | -32.8% | +1.6% | -34.4% | -40.5% |
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