I've been doing genealogy and family history 'off and on' since 1971 and one of the things I've noticed is that one of the very first things a new genealogist gets 'hung up on' is the variations in the surname spelling.
I know back when I first got started, I'd hear someone say, "No, we're not related to that group over in that county because they spell their name with an 'e'."
Well, Billy, that was a long time ago. Not long after that I founded the Autry Family Association, and for 10 years we published a quarterly genealogical and historical magazine of about 40 pages, featuring submissions by my extended family members throughout the United States... and Mexico, of pedigree charts, family group sheets, photos, wills, and birth and death certificates. And, let me tell you one of the most important things we all discovered through all that. Here it is: "About 95 percent of all the people we could find throughout the United States and Mexico named Autry, Autrey, Autery, Awtry, Awtrey, Outry, Outrey, etc. could all trace their lineage back to ONE man: Cornelius Autry of North Carolina."
So, Billy, this is the moment of epiphany for you as a genealogist. You may encounter many variations in the spelling of your family name, but when it comes right down to it, you may find solid evidence that you're related to every one of them. We discovered about 30 variations of the name Autry. Here are two examples that you might consider. In the United States, our name is pronounced AW-tree, but in our motherland of France, the "Au" is pronounced as "Oh" and the "try" isn't pronounced "tree", but rather "tray". That's how one of the variations turned out to be "Otray". Another is the story that at one period of time in the United States there simply weren't enough census takers to go around, so census takers from England were hired to help. It is reported (I've found no proof) that when an English census taker asked an illiterate family member what his name was, and he said Autry, the Englishman wrote what he heard. But, rather than leaning toward the American "Awtry", he wrote "Aughtry", creating yet another variation.
So, Billy, I hope these examples will help you to broaden your thinking on the surname spelling subject. As a matter of fact, I found that in France, sometimes the "u" in Autry was replaced with an "L": Altry. With that in mind, you might find a variation for Alday thats "Auday". I don't know the origin of the Alday name, but just think for a moment of a possibly illiterate member of your family speaking their name, with a foreign accent, to an official at Ellis Island or any of the other ports of entry. It might have come out "Halldee", or "Aldi"... so keep and 'open mind' on this. You may very well find that you have a much larger extended family than you had first imagined.