+372.3%
SE vs ALM
+626.5%
-254.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | -1.0% |
| 7D | 0.0% | -6.3% | +6.4% | +0.4% |
| 30D | -19.4% | -31.4% | +12.1% | -17.5% |
| 3M | -33.1% | -40.6% | +7.5% | -31.2% |
| 6M | -11.4% | -58.6% | +47.2% | -7.4% |
| YTD | -39.8% | -7.6% | -32.2% | -40.0% |
| 1Y | -50.5% | +13.8% | -64.3% | -51.3% |
| 3Y | +68.9% | +842.1% | -773.3% | +43.9% |
| 5Y | -77.1% | +407.4% | -484.5% | -80.2% |
| All | +372.3% | +626.5% | -254.1% | +308.9% |
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 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