+299.5%
CME vs ALM
+2,221.4%
-1,921.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.5% | -0.5% |
| 7D | -0.6% | +0.7% | -1.3% | -0.6% |
| 30D | +8.5% | -26.1% | +34.6% | +8.7% |
| 3M | +16.0% | -38.1% | +54.2% | +16.3% |
| 6M | +9.3% | -55.4% | +64.8% | +9.8% |
| YTD | +15.3% | -0.4% | +15.7% | +14.5% |
| 1Y | +14.4% | +25.4% | -10.9% | +13.3% |
| 3Y | +59.9% | +907.8% | -847.8% | +54.3% |
| 5Y | +69.4% | +440.2% | -370.7% | +64.0% |
| 10Y | +299.5% | +2,031.1% | -1,731.6% | +291.0% |
| All | +299.5% | +2,221.4% | -1,921.9% | +291.0% |
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