+6.3%
FE vs ALM
+31.8%
-25.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.4% |
| 7D | 0.0% | -6.7% | +6.6% | -0.1% |
| 30D | +5.2% | -32.9% | +38.1% | +5.0% |
| 3M | 0.0% | -39.5% | +39.5% | -0.2% |
| 6M | +5.0% | -62.0% | +67.0% | +4.4% |
| YTD | +7.9% | -7.8% | +15.7% | +8.3% |
| 1Y | +6.3% | +26.7% | -20.3% | +5.5% |
| All | +6.3% | +31.8% | -25.5% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling