+52.9%
BEN vs ALM
+1,942.8%
-1,889.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.0% |
| 7D | +11.3% | -4.0% | +15.4% | +11.5% |
| 30D | +15.0% | -30.5% | +45.5% | +16.1% |
| 3M | +7.8% | -46.9% | +54.8% | +9.5% |
| 6M | +15.5% | -65.5% | +81.0% | +18.2% |
| YTD | +55.4% | -13.4% | +68.8% | +55.9% |
| 1Y | +63.3% | +9.8% | +53.5% | +62.9% |
| 3Y | +83.4% | +783.1% | -699.7% | +76.3% |
| 5Y | +28.1% | +378.3% | -350.2% | +23.5% |
| All | +52.9% | +1,942.8% | -1,889.9% | +52.0% |
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