+104.0%
ED vs ALM
+3,219.4%
-3,115.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -7.9% | +0.9% |
| 7D | +0.5% | +8.4% | -7.9% | +0.5% |
| 30D | +1.1% | +34.8% | -33.7% | +1.1% |
| 3M | +4.6% | +16.2% | -11.6% | +4.7% |
| 6M | -2.0% | +2.1% | -4.1% | -1.9% |
| YTD | +11.7% | +117.0% | -105.3% | +11.6% |
| 1Y | +15.7% | +313.9% | -298.1% | +15.5% |
| 3Y | +34.4% | +2,327.9% | -2,293.6% | +33.6% |
| 5Y | +67.3% | +1,040.6% | -973.3% | +66.2% |
| 10Y | +104.0% | +3,219.4% | -3,115.4% | +109.1% |
| All | +104.0% | +3,219.4% | -3,115.4% | +109.1% |
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