+46.8%
REPL vs ALM
+436.5%
-389.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +2.6% |
| 7D | +14.2% | +0.7% | +13.5% | +14.2% |
| 30D | +65.9% | -26.1% | +91.9% | +68.0% |
| 3M | +84.6% | -38.1% | +122.7% | +88.0% |
| 6M | +446.9% | -55.4% | +502.3% | +462.5% |
| YTD | +129.0% | -0.4% | +129.4% | +114.3% |
| 1Y | +167.9% | +25.4% | +142.5% | +145.3% |
| 3Y | +93.9% | +907.8% | -813.8% | +53.3% |
| 5Y | -33.0% | +440.2% | -473.1% | -46.3% |
| All | +46.8% | +436.5% | -389.6% | +22.2% |
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