+235.9%
ET vs ALM
+951.0%
-715.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +0.9% | -2.6% | +3.5% | +1.0% |
| 30D | +7.5% | +32.0% | -24.5% | +6.6% |
| 3M | +11.4% | -15.0% | +26.5% | +11.6% |
| 6M | +18.5% | -10.1% | +28.7% | +18.2% |
| YTD | +37.4% | +99.4% | -62.1% | +33.1% |
| 1Y | +30.9% | +316.4% | -285.4% | +23.1% |
| 3Y | +98.7% | +2,022.0% | -1,923.2% | +70.4% |
| All | +235.9% | +951.0% | -715.1% | +199.3% |
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