-14.6%
EW vs ALM
+396.4%
-411.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.3% |
| 7D | +11.0% | -6.7% | +17.7% | +11.1% |
| 30D | +19.1% | -32.9% | +52.0% | +19.9% |
| 3M | +14.4% | -39.5% | +53.8% | +15.1% |
| 6M | +22.8% | -62.0% | +84.7% | +24.4% |
| YTD | +19.8% | -7.8% | +27.6% | +19.9% |
| 1Y | +23.9% | +26.7% | -2.8% | +23.4% |
| 3Y | +52.2% | +825.4% | -773.1% | +48.1% |
| All | -14.6% | +396.4% | -411.0% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling