+104.2%
FE vs ALM
+2,022.9%
-1,918.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.5% |
| 7D | 0.0% | -6.7% | +6.6% | +0.1% |
| 30D | +5.2% | -32.9% | +38.1% | +5.8% |
| 3M | 0.0% | -39.5% | +39.5% | +0.6% |
| 6M | +5.0% | -62.0% | +67.0% | +6.3% |
| YTD | +7.9% | -7.8% | +15.7% | +7.1% |
| 1Y | +6.3% | +26.7% | -20.3% | +4.9% |
| 3Y | +46.0% | +825.4% | -779.3% | +36.7% |
| 5Y | +45.6% | +401.2% | -355.6% | +37.0% |
| All | +104.2% | +2,022.9% | -1,918.7% | +82.0% |
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 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