+82.6%
ED vs ALM
+410.2%
-327.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.4% | +1.4% |
| 7D | +2.1% | +1.2% | +0.8% | +2.1% |
| 30D | +10.4% | -19.3% | +29.7% | +10.4% |
| 3M | +12.5% | -40.6% | +53.2% | +12.5% |
| 6M | +14.9% | -57.9% | +72.8% | +15.0% |
| YTD | +24.8% | -6.7% | +31.5% | +24.0% |
| 1Y | +23.8% | +20.2% | +3.7% | +22.7% |
| 3Y | +51.6% | +879.4% | -827.8% | +45.3% |
| All | +82.6% | +410.2% | -327.7% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling