+197.7%
ECL vs ALM
+2,221.4%
-2,023.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +1.8% |
| 7D | -0.5% | +0.7% | -1.3% | -0.6% |
| 30D | +8.8% | -26.1% | +34.9% | +9.8% |
| 3M | +7.8% | -38.1% | +46.0% | +9.1% |
| 6M | +21.3% | -55.4% | +76.7% | +23.6% |
| YTD | +17.8% | -0.4% | +18.2% | +16.5% |
| 1Y | +21.1% | +25.4% | -4.3% | +18.7% |
| 3Y | +80.1% | +907.8% | -827.7% | +61.5% |
| 5Y | +40.5% | +440.2% | -399.7% | +27.0% |
| 10Y | +197.7% | +2,031.1% | -1,833.4% | +161.3% |
| All | +197.7% | +2,221.4% | -2,023.7% | +161.3% |
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