+18.5%
BOXX vs ALM
+1,429.9%
-1,411.4%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.6% | 0.0% |
| 7D | +0.1% | -11.8% | +11.9% | +0.1% |
| 30D | +0.3% | +7.8% | -7.5% | +0.3% |
| 3M | +1.0% | -9.3% | +10.3% | +1.0% |
| 6M | +1.9% | -30.5% | +32.4% | +1.9% |
| YTD | +2.7% | +75.8% | -73.1% | +2.7% |
| 1Y | +4.0% | +241.2% | -237.1% | +4.0% |
| 3Y | +14.7% | +1,872.6% | -1,858.0% | +14.6% |
| All | +18.5% | +1,429.9% | -1,411.4% | +18.4% |
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