+271.4%
ET vs ALM
+3,798.4%
-3,527.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.9% |
| 7D | -4.4% | +0.7% | -5.2% | -4.4% |
| 30D | -4.8% | -26.1% | +21.3% | -4.6% |
| 3M | -3.4% | -38.1% | +34.7% | -3.2% |
| 6M | +2.2% | -55.4% | +57.6% | +2.5% |
| YTD | +24.2% | -0.4% | +24.6% | +24.0% |
| 1Y | +24.5% | +25.4% | -0.9% | +24.1% |
| 3Y | +83.6% | +907.8% | -824.1% | +80.6% |
| 5Y | +203.4% | +440.2% | -236.8% | +198.7% |
| 10Y | +166.5% | +2,031.1% | -1,864.6% | +160.3% |
| All | +271.4% | +3,798.4% | -3,527.1% | +258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling