+3.6%
ES vs ALM
+396.4%
-392.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.0% |
| 3M | -1.9% | -39.5% | +37.6% | -0.9% |
| 6M | +4.4% | -62.0% | +66.3% | +6.3% |
| YTD | +7.3% | -7.8% | +15.1% | +6.6% |
| 1Y | +2.1% | +26.7% | -24.5% | +0.6% |
| 3Y | +41.8% | +825.4% | -783.5% | +31.1% |
| All | +3.6% | +396.4% | -392.8% | -2.6% |
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