+1.9%
ES vs ALM
+395.6%
-393.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.4% | +0.3% |
| 7D | +0.9% | -6.3% | +7.2% | +1.0% |
| 30D | +5.9% | -31.4% | +37.3% | +6.8% |
| 3M | -1.0% | -40.6% | +39.6% | 0.0% |
| 6M | +7.2% | -58.6% | +65.8% | +8.9% |
| YTD | +7.0% | -7.6% | +14.6% | +6.3% |
| 1Y | +0.5% | +13.8% | -13.4% | -0.9% |
| 3Y | +48.7% | +842.1% | -793.5% | +37.2% |
| 5Y | +1.9% | +407.4% | -405.5% | -4.5% |
| All | +1.9% | +395.6% | -393.7% | -4.5% |
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