+144.4%
IEFA vs ALLY
+188.1%
-43.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -0.5% | -1.9% | +1.5% | 0.0% |
| 30D | -1.1% | -4.5% | +3.4% | +0.1% |
| 3M | +5.1% | -2.8% | +7.9% | +5.7% |
| 6M | +9.3% | +10.3% | -1.0% | +6.1% |
| YTD | +13.0% | -5.7% | +18.6% | +14.0% |
| 1Y | +19.2% | +3.9% | +15.2% | +16.9% |
| 3Y | +67.0% | +64.7% | +2.3% | +40.2% |
| 5Y | +51.1% | -2.6% | +53.7% | +41.8% |
| All | +144.4% | +188.1% | -43.7% | +70.1% |
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