+39.5%
EXC vs ALM
+387.9%
-348.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.1% |
| 7D | -1.9% | -4.0% | +2.1% | -1.9% |
| 30D | +7.8% | -30.5% | +38.3% | +8.1% |
| 3M | +1.9% | -46.9% | +48.8% | +2.3% |
| 6M | +3.4% | -65.5% | +68.9% | +4.2% |
| YTD | +7.6% | -13.4% | +21.0% | +6.7% |
| 1Y | +2.1% | +9.8% | -7.7% | +0.8% |
| 3Y | +29.6% | +783.1% | -753.5% | +20.9% |
| 5Y | +39.5% | +378.3% | -338.8% | +32.1% |
| All | +39.5% | +387.9% | -348.4% | +32.1% |
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 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