+183.8%
EXC vs ALM
+2,221.4%
-2,037.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.0% | -0.1% |
| 7D | -1.7% | +0.7% | -2.5% | -1.7% |
| 30D | +9.3% | -26.1% | +35.4% | +9.8% |
| 3M | +1.0% | -38.1% | +39.2% | +1.6% |
| 6M | +5.9% | -55.4% | +61.4% | +6.9% |
| YTD | +7.6% | -0.4% | +8.0% | +6.7% |
| 1Y | +2.4% | +25.4% | -22.9% | +1.0% |
| 3Y | +30.2% | +907.8% | -877.5% | +21.2% |
| 5Y | +41.4% | +440.2% | -398.8% | +32.3% |
| 10Y | +183.8% | +2,031.1% | -1,847.4% | +154.1% |
| All | +183.8% | +2,221.4% | -2,037.7% | +154.1% |
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 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