+173.7%
ET vs ALM
+3,082.3%
-2,908.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.0% |
| 7D | +0.6% | +3.6% | -3.0% | +0.5% |
| 30D | +5.3% | +33.8% | -28.5% | +3.8% |
| 3M | +15.6% | +14.8% | +0.9% | +14.4% |
| 6M | +20.6% | -7.0% | +27.6% | +19.7% |
| YTD | +38.5% | +108.1% | -69.5% | +31.7% |
| 1Y | +35.7% | +313.8% | -278.0% | +23.8% |
| 3Y | +98.4% | +2,227.6% | -2,129.3% | +58.6% |
| 5Y | +245.3% | +956.6% | -711.3% | +184.5% |
| 10Y | +173.7% | +3,082.3% | -2,908.5% | +106.6% |
| All | +173.7% | +3,082.3% | -2,908.5% | +106.6% |
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 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