+1,132.3%
BE vs ALM
+941.2%
+191.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.5% | +8.9% | +7.6% |
| 7D | +20.0% | -2.6% | +22.6% | +20.5% |
| 30D | +7.9% | +32.0% | -24.1% | +2.5% |
| 3M | -13.2% | -15.0% | +1.8% | -11.8% |
| 6M | +53.5% | -10.1% | +63.6% | +53.4% |
| YTD | +191.0% | +99.4% | +91.6% | +166.2% |
| 1Y | +360.5% | +316.4% | +44.2% | +293.1% |
| 3Y | +1,568.0% | +2,022.0% | -454.0% | +1,088.9% |
| All | +1,132.3% | +941.2% | +191.1% | +846.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling