+113.6%
FE vs ALM
+3,507.4%
-3,393.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.4% |
| 7D | -1.0% | -6.7% | +5.6% | -1.0% |
| 30D | +4.1% | -32.9% | +37.0% | +4.2% |
| 3M | -1.0% | -39.5% | +38.5% | -1.0% |
| 6M | +4.0% | -62.0% | +66.0% | +4.1% |
| YTD | +6.8% | -7.8% | +14.7% | +6.8% |
| 1Y | +5.3% | +26.7% | -21.4% | +5.2% |
| 3Y | +44.6% | +825.4% | -780.8% | +44.0% |
| 5Y | +44.2% | +401.2% | -357.0% | +43.7% |
| 10Y | +107.3% | +2,074.0% | -1,966.8% | +106.2% |
| All | +113.6% | +3,507.4% | -3,393.9% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling