-3.4%
ES vs ALM
+951.0%
-954.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +0.3% | -2.6% | +2.9% | +0.4% |
| 30D | -2.0% | +32.0% | -34.0% | -2.7% |
| 3M | +1.7% | -15.0% | +16.7% | +1.8% |
| 6M | -3.5% | -10.1% | +6.6% | -3.8% |
| YTD | +7.9% | +99.4% | -91.5% | +5.3% |
| 1Y | +17.2% | +316.4% | -299.2% | +11.7% |
| 3Y | +29.3% | +2,022.0% | -1,992.7% | +16.3% |
| All | -3.4% | +951.0% | -954.4% | -11.7% |
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