+248.8%
EW vs ALLY
+182.4%
+66.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | +6.5% | -2.8% | +9.3% | +7.2% |
| 30D | +22.5% | +1.9% | +20.6% | +21.9% |
| 3M | +13.0% | -12.1% | +25.1% | +16.3% |
| 6M | +37.1% | -9.0% | +46.1% | +39.7% |
| YTD | +24.1% | -12.9% | +37.0% | +27.4% |
| 1Y | +24.2% | -0.1% | +24.3% | +23.3% |
| 3Y | +64.8% | +64.6% | +0.2% | +38.4% |
| 5Y | -7.4% | -10.1% | +2.6% | -11.1% |
| 10Y | +248.8% | +176.7% | +72.1% | +130.5% |
| All | +248.8% | +182.4% | +66.4% | +130.5% |
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 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