-8.2%
EW vs ALM
+410.2%
-418.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.5% | +1.1% |
| 7D | +4.9% | +1.2% | +3.7% | +4.9% |
| 30D | +23.9% | -19.3% | +43.3% | +24.3% |
| 3M | +15.8% | -40.6% | +56.4% | +16.6% |
| 6M | +31.7% | -57.9% | +89.6% | +33.2% |
| YTD | +25.7% | -6.7% | +32.4% | +25.7% |
| 1Y | +24.4% | +20.2% | +4.3% | +24.0% |
| 3Y | +65.9% | +879.4% | -813.6% | +61.4% |
| All | -8.2% | +410.2% | -418.4% | -9.9% |
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