+310.8%
ET vs ALM
+7,705.7%
-7,395.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +0.9% | -2.6% | +3.5% | +0.9% |
| 30D | +7.5% | +32.0% | -24.5% | +7.3% |
| 3M | +11.4% | -15.0% | +26.5% | +11.4% |
| 6M | +18.5% | -10.1% | +28.7% | +18.5% |
| YTD | +37.4% | +99.4% | -62.1% | +36.7% |
| 1Y | +30.9% | +316.4% | -285.4% | +29.7% |
| 3Y | +98.7% | +2,022.0% | -1,923.2% | +94.7% |
| 5Y | +230.7% | +941.2% | -710.5% | +224.6% |
| 10Y | +175.6% | +2,950.3% | -2,774.8% | +168.5% |
| All | +310.8% | +7,705.7% | -7,395.0% | +295.0% |
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