+124.8%
AA vs ALM
+3,219.4%
-3,094.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.8% | -5.3% | +3.0% |
| 7D | +1.7% | +8.4% | -6.8% | +1.1% |
| 30D | +3.3% | +34.8% | -31.5% | +1.4% |
| 3M | -29.4% | +16.2% | -45.6% | -30.3% |
| 6M | -12.8% | +2.1% | -14.9% | -13.7% |
| YTD | -2.1% | +117.0% | -119.2% | -6.7% |
| 1Y | +62.8% | +313.9% | -251.1% | +50.6% |
| 3Y | +90.5% | +2,327.9% | -2,237.5% | +61.1% |
| 5Y | +19.1% | +1,040.6% | -1,021.6% | +2.2% |
| 10Y | +124.8% | +3,219.4% | -3,094.7% | +97.3% |
| All | +124.8% | +3,219.4% | -3,094.7% | +97.3% |
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