+24.9%
ET vs ALM
+12.3%
+12.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.2% | +9.0% | +1.8% |
| 7D | -1.9% | -6.3% | +4.5% | -1.9% |
| 30D | -3.1% | -31.4% | +28.4% | -3.2% |
| 3M | -3.9% | -40.6% | +36.7% | -4.1% |
| 6M | +4.0% | -58.6% | +62.6% | +4.0% |
| YTD | +26.4% | -7.6% | +34.0% | +25.4% |
| 1Y | +24.9% | +13.8% | +11.1% | +23.6% |
| All | +24.9% | +12.3% | +12.6% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling