+23.7%
EW vs ALM
+12.3%
+11.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.6% | -0.4% |
| 7D | +9.3% | -6.3% | +15.6% | +9.5% |
| 30D | +22.1% | -31.4% | +53.5% | +23.7% |
| 3M | +13.0% | -40.6% | +53.6% | +14.6% |
| 6M | +30.1% | -58.6% | +88.7% | +33.7% |
| YTD | +22.0% | -7.6% | +29.6% | +20.9% |
| 1Y | +23.7% | +13.8% | +9.9% | +20.1% |
| All | +23.7% | +12.3% | +11.4% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling