+82.9%
ES vs ALM
+2,022.9%
-1,939.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -2.9% |
| 7D | +1.9% | -6.7% | +8.5% | +2.0% |
| 30D | +7.1% | -32.9% | +39.9% | +7.6% |
| 3M | -1.9% | -39.5% | +37.6% | -1.3% |
| 6M | +4.4% | -62.0% | +66.3% | +5.5% |
| YTD | +7.3% | -7.8% | +15.1% | +7.0% |
| 1Y | +2.1% | +26.7% | -24.5% | +1.4% |
| 3Y | +41.8% | +825.4% | -783.5% | +36.8% |
| 5Y | +1.4% | +401.2% | -399.8% | -2.1% |
| All | +82.9% | +2,022.9% | -1,939.9% | +73.8% |
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