+143.0%
ED vs ALM
+1,942.8%
-1,799.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.1% |
| 7D | -1.7% | -4.0% | +2.3% | -1.7% |
| 30D | +10.7% | -30.5% | +41.2% | +10.6% |
| 3M | +11.6% | -46.9% | +58.5% | +11.6% |
| 6M | +13.5% | -65.5% | +79.0% | +13.4% |
| YTD | +23.1% | -13.4% | +36.5% | +22.8% |
| 1Y | +23.1% | +9.8% | +13.3% | +22.7% |
| 3Y | +47.9% | +783.1% | -735.2% | +46.7% |
| 5Y | +83.9% | +378.3% | -294.4% | +82.2% |
| All | +143.0% | +1,942.8% | -1,799.8% | +144.6% |
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 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