+98.2%
DE vs ALM
+958.0%
-859.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.3% |
| 7D | -3.0% | +3.6% | -6.6% | -3.2% |
| 30D | +11.1% | +33.8% | -22.6% | +9.7% |
| 3M | +17.6% | +14.8% | +2.8% | +16.5% |
| 6M | +13.6% | -7.0% | +20.5% | +13.0% |
| YTD | +46.3% | +108.1% | -61.8% | +41.5% |
| 1Y | +44.2% | +313.8% | -269.6% | +35.3% |
| 3Y | +76.6% | +2,227.6% | -2,151.0% | +49.7% |
| 5Y | +98.2% | +956.6% | -858.4% | +70.6% |
| All | +98.2% | +958.0% | -859.8% | +70.6% |
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