+28.3%
EL vs ALM
+3,082.3%
-3,054.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.3% | -2.8% |
| 7D | -2.4% | +3.6% | -6.0% | -2.4% |
| 30D | +13.7% | +33.8% | -20.1% | +13.0% |
| 3M | +14.5% | +14.8% | -0.3% | +14.0% |
| 6M | +7.4% | -7.0% | +14.4% | +7.1% |
| YTD | -4.7% | +108.1% | -112.8% | -6.0% |
| 1Y | +12.9% | +313.8% | -300.8% | +10.6% |
| 3Y | -32.2% | +2,227.6% | -2,259.9% | -35.1% |
| 5Y | -68.4% | +956.6% | -1,025.0% | -69.5% |
| 10Y | +28.3% | +3,082.3% | -3,054.0% | +22.4% |
| All | +28.3% | +3,082.3% | -3,054.0% | +22.4% |
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