+349.8%
EAT vs ALM
+2,221.4%
-1,871.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.1% | -9.5% | -2.1% |
| 7D | -3.9% | +0.7% | -4.7% | -4.0% |
| 30D | +5.0% | -26.1% | +31.1% | +7.1% |
| 3M | -9.6% | -38.1% | +28.5% | -6.9% |
| 6M | +46.8% | -55.4% | +102.2% | +53.4% |
| YTD | +41.8% | -0.4% | +42.2% | +38.3% |
| 1Y | +98.3% | +25.4% | +72.9% | +89.7% |
| 3Y | +503.1% | +907.8% | -404.7% | +368.4% |
| 5Y | +356.7% | +440.2% | -83.5% | +261.1% |
| 10Y | +349.8% | +2,031.1% | -1,681.4% | +216.1% |
| All | +349.8% | +2,221.4% | -1,871.6% | +216.1% |
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