+121.7%
EW vs ALM
+3,219.4%
-3,097.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.8% | -12.4% | -3.7% |
| 7D | -4.4% | +8.4% | -12.9% | -4.5% |
| 30D | -3.3% | +34.8% | -38.2% | -3.8% |
| 3M | +1.0% | +16.2% | -15.2% | +0.6% |
| 6M | +6.2% | +2.1% | +4.1% | +5.9% |
| YTD | +1.7% | +117.0% | -115.3% | +0.5% |
| 1Y | +8.1% | +313.9% | -305.7% | +5.9% |
| 3Y | +17.1% | +2,327.9% | -2,310.9% | +12.1% |
| 5Y | -29.4% | +1,040.6% | -1,070.0% | -32.0% |
| 10Y | +121.7% | +3,219.4% | -3,097.7% | +118.2% |
| All | +121.7% | +3,219.4% | -3,097.7% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling