+45.0%
ED vs ALM
+825.4%
-780.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.4% |
| 7D | +1.6% | -6.7% | +8.3% | +1.6% |
| 30D | +13.3% | -32.9% | +46.2% | +13.0% |
| 3M | +9.7% | -39.5% | +49.2% | +9.4% |
| 6M | +12.8% | -62.0% | +74.8% | +12.3% |
| YTD | +22.3% | -7.8% | +30.1% | +21.6% |
| 1Y | +26.3% | +26.7% | -0.4% | +25.4% |
| 3Y | +45.0% | +825.4% | -780.3% | +43.9% |
| All | +45.0% | +825.4% | -780.3% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling