+53.6%
REPL vs ALM
+397.6%
-344.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.2% | +11.8% | +4.9% |
| 7D | +12.7% | -6.3% | +19.1% | +13.0% |
| 30D | +73.5% | -31.4% | +104.9% | +76.2% |
| 3M | +70.3% | -40.6% | +110.9% | +73.8% |
| 6M | +472.0% | -58.6% | +530.6% | +490.1% |
| YTD | +139.5% | -7.6% | +147.1% | +124.8% |
| 1Y | +167.3% | +13.8% | +153.4% | +145.9% |
| 3Y | +109.5% | +842.1% | -732.6% | +66.1% |
| 5Y | -29.9% | +407.4% | -437.3% | -43.7% |
| All | +53.6% | +397.6% | -344.1% | +28.2% |
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