+83.6%
ET vs ALM
+907.8%
-824.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.8% |
| 7D | -4.4% | +0.7% | -5.2% | -4.5% |
| 30D | -4.8% | -26.1% | +21.3% | -4.4% |
| 3M | -3.4% | -38.1% | +34.7% | -2.9% |
| 6M | +2.2% | -55.4% | +57.6% | +3.2% |
| YTD | +24.2% | -0.4% | +24.6% | +22.5% |
| 1Y | +24.5% | +25.4% | -0.9% | +21.9% |
| 3Y | +83.6% | +907.8% | -824.1% | +73.8% |
| All | +83.6% | +907.8% | -824.1% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling