+93.1%
ES vs ALM
+2,084.7%
-1,991.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.1% | -7.2% | +7.3% | +0.2% |
| 30D | +6.7% | -26.4% | +33.1% | +7.1% |
| 3M | +0.3% | -38.6% | +38.9% | +0.9% |
| 6M | +7.4% | -61.0% | +68.4% | +8.5% |
| YTD | +8.4% | -7.4% | +15.8% | +8.1% |
| 1Y | +0.6% | +14.0% | -13.3% | 0.0% |
| 3Y | +50.6% | +844.4% | -793.8% | +45.1% |
| 5Y | +4.8% | +410.8% | -406.0% | +1.1% |
| 10Y | +93.1% | +2,084.7% | -1,991.6% | +83.3% |
| All | +93.1% | +2,084.7% | -1,991.6% | +83.3% |
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