+25.4%
ED vs ALM
+12.3%
+13.2%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.2% | +8.0% | +0.5% |
| 7D | +2.1% | -6.3% | +8.4% | +2.0% |
| 30D | +12.4% | -31.4% | +43.8% | +11.4% |
| 3M | +13.1% | -40.6% | +53.7% | +11.9% |
| 6M | +14.1% | -58.6% | +72.7% | +12.2% |
| YTD | +23.1% | -7.6% | +30.7% | +23.2% |
| 1Y | +25.4% | +13.8% | +11.6% | +25.8% |
| All | +25.4% | +12.3% | +13.2% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling