+105.7%
DE vs ALM
+421.8%
-316.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +2.3% | -7.2% | +9.4% | +2.5% |
| 30D | +9.3% | -26.4% | +35.7% | +10.7% |
| 3M | +12.2% | -38.6% | +50.8% | +14.2% |
| 6M | +18.1% | -61.0% | +79.1% | +21.8% |
| YTD | +49.8% | -7.4% | +57.1% | +49.3% |
| 1Y | +46.4% | +14.0% | +32.4% | +44.8% |
| 3Y | +92.5% | +844.4% | -751.9% | +69.1% |
| All | +105.7% | +421.8% | -316.1% | +86.5% |
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