+109.2%
FE vs ALM
+3,219.4%
-3,110.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.5% | -0.8% |
| 7D | +0.6% | +8.4% | -7.8% | +0.5% |
| 30D | -2.1% | +34.8% | -37.0% | -2.7% |
| 3M | +2.6% | +16.2% | -13.6% | +2.2% |
| 6M | -6.8% | +2.1% | -8.9% | -7.2% |
| YTD | +6.9% | +117.0% | -110.2% | +4.8% |
| 1Y | +11.6% | +313.9% | -302.3% | +7.8% |
| 3Y | +47.7% | +2,327.9% | -2,280.2% | +36.0% |
| 5Y | +46.2% | +1,040.6% | -994.4% | +35.9% |
| 10Y | +109.2% | +3,219.4% | -3,110.3% | +91.3% |
| All | +109.2% | +3,219.4% | -3,110.3% | +91.3% |
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