+49.0%
FE vs ALM
+951.0%
-902.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +1.9% | -2.6% | +4.5% | +2.0% |
| 30D | -1.2% | +32.0% | -33.2% | -1.6% |
| 3M | +3.5% | -15.0% | +18.5% | +3.6% |
| 6M | -6.1% | -10.1% | +4.1% | -6.3% |
| YTD | +7.6% | +99.4% | -91.8% | +5.6% |
| 1Y | +11.9% | +316.4% | -304.4% | +8.0% |
| 3Y | +48.4% | +2,022.0% | -1,973.5% | +35.2% |
| All | +49.0% | +951.0% | -902.0% | +38.6% |
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