+248.8%
EW vs ALM
+2,084.7%
-1,836.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +6.5% | -7.2% | +13.6% | +6.6% |
| 30D | +22.5% | -26.4% | +48.8% | +23.0% |
| 3M | +13.0% | -38.6% | +51.6% | +13.6% |
| 6M | +37.1% | -61.0% | +98.1% | +38.6% |
| YTD | +24.1% | -7.4% | +31.5% | +23.9% |
| 1Y | +24.2% | +14.0% | +10.3% | +23.7% |
| 3Y | +64.8% | +844.4% | -779.7% | +59.0% |
| 5Y | -7.4% | +410.8% | -418.2% | -10.3% |
| 10Y | +248.8% | +2,084.7% | -1,836.0% | +241.0% |
| All | +248.8% | +2,084.7% | -1,836.0% | +241.0% |
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 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