+381.4%
EAT vs ALM
+3,082.3%
-2,700.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.9% |
| 7D | -6.8% | +3.6% | -10.4% | -7.1% |
| 30D | -5.4% | +33.8% | -39.2% | -7.4% |
| 3M | +42.8% | +14.8% | +28.0% | +40.4% |
| 6M | +56.5% | -7.0% | +63.5% | +54.9% |
| YTD | +50.0% | +108.1% | -58.0% | +39.4% |
| 1Y | +38.3% | +313.8% | -275.5% | +21.6% |
| 3Y | +591.6% | +2,227.6% | -1,636.0% | +407.3% |
| 5Y | +312.6% | +956.6% | -644.0% | +213.9% |
| 10Y | +381.4% | +3,082.3% | -2,700.9% | +233.7% |
| All | +381.4% | +3,082.3% | -2,700.9% | +233.7% |
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