+85.3%
EL vs ALM
+3,507.4%
-3,422.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.2% |
| 7D | +0.8% | -6.7% | +7.4% | +0.8% |
| 30D | +16.5% | -32.9% | +49.4% | +16.6% |
| 3M | +29.2% | -39.5% | +68.7% | +29.3% |
| 6M | +27.9% | -62.0% | +89.9% | +28.2% |
| YTD | +6.2% | -7.8% | +14.0% | +6.2% |
| 1Y | +27.2% | +26.7% | +0.5% | +27.1% |
| 3Y | +3.2% | +825.4% | -822.1% | +2.7% |
| 5Y | -66.0% | +401.2% | -467.2% | -66.1% |
| 10Y | +58.3% | +2,074.0% | -2,015.7% | +57.0% |
| All | +85.3% | +3,507.4% | -3,422.1% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling