+97.3%
ES vs ALM
+2,100.8%
-2,003.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +0.7% |
| 7D | +2.7% | +1.2% | +1.5% | +2.7% |
| 30D | +7.6% | -19.3% | +26.9% | +7.9% |
| 3M | +0.5% | -40.6% | +41.1% | +1.1% |
| 6M | +7.6% | -57.9% | +65.5% | +8.6% |
| YTD | +10.2% | -6.7% | +16.9% | +9.9% |
| 1Y | +1.8% | +20.2% | -18.3% | +1.1% |
| 3Y | +55.4% | +879.4% | -824.1% | +49.6% |
| 5Y | +7.3% | +415.3% | -408.0% | +3.5% |
| All | +97.3% | +2,100.8% | -2,003.5% | +87.3% |
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