+307.0%
EWY vs ALLY
+181.1%
+125.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.6% |
| 7D | +8.0% | +1.0% | +7.0% | +7.7% |
| 30D | +14.3% | -3.3% | +17.6% | +15.4% |
| 3M | +2.3% | +0.5% | +1.8% | +2.2% |
| 6M | +49.9% | +12.6% | +37.3% | +44.4% |
| YTD | +95.3% | -4.7% | +100.0% | +97.4% |
| 1Y | +161.7% | +5.2% | +156.5% | +155.6% |
| 3Y | +230.2% | +66.5% | +163.7% | +171.8% |
| 5Y | +148.1% | +0.2% | +147.9% | +130.7% |
| All | +307.0% | +181.1% | +125.9% | +176.9% |
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 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