-66.8%
EL vs ALM
+951.0%
-1,017.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.0% |
| 7D | +0.8% | -2.6% | +3.4% | +0.9% |
| 30D | +19.8% | +32.0% | -12.2% | +18.9% |
| 3M | +25.7% | -15.0% | +40.7% | +25.8% |
| 6M | +5.4% | -10.1% | +15.6% | +5.1% |
| YTD | +0.2% | +99.4% | -99.2% | -1.3% |
| 1Y | +20.4% | +316.4% | -295.9% | +18.0% |
| 3Y | -32.1% | +2,022.0% | -2,054.1% | -34.0% |
| All | -66.8% | +951.0% | -1,017.8% | -66.9% |
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