+203.4%
ET vs ALM
+441.7%
-238.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.7% |
| 7D | -4.4% | +0.7% | -5.2% | -4.5% |
| 30D | -4.8% | -26.1% | +21.3% | -4.1% |
| 3M | -3.4% | -38.1% | +34.7% | -2.5% |
| 6M | +2.2% | -55.4% | +57.6% | +3.8% |
| YTD | +24.2% | -0.4% | +24.6% | +22.2% |
| 1Y | +24.5% | +25.4% | -0.9% | +21.4% |
| 3Y | +83.6% | +907.8% | -824.1% | +61.0% |
| 5Y | +203.4% | +440.2% | -236.8% | +176.4% |
| All | +203.4% | +441.7% | -238.3% | +176.4% |
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