+53.6%
AA vs ALM
+2,221.4%
-2,167.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.1% | -2.3% | +5.2% |
| 7D | +4.8% | +0.7% | +4.1% | +4.8% |
| 30D | -0.6% | -26.1% | +25.4% | +1.2% |
| 3M | -16.3% | -38.1% | +21.9% | -13.8% |
| 6M | -33.4% | -55.4% | +22.0% | -30.4% |
| YTD | -20.7% | -0.4% | -20.3% | -20.7% |
| 1Y | +12.9% | +25.4% | -12.4% | +11.6% |
| 3Y | +75.7% | +907.8% | -832.0% | +57.2% |
| 5Y | -6.8% | +440.2% | -447.0% | -16.1% |
| 10Y | +53.6% | +2,031.1% | -1,977.5% | +49.6% |
| All | +53.6% | +2,221.4% | -2,167.8% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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