+597.0%
SE vs ALM
+1,606.4%
-1,009.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | +0.6% |
| 7D | +0.6% | +8.4% | -7.8% | +0.1% |
| 30D | -0.1% | +34.8% | -34.9% | -2.0% |
| 3M | +34.1% | +16.2% | +17.9% | +32.1% |
| 6M | +23.2% | +2.1% | +21.1% | +21.8% |
| YTD | -11.2% | +117.0% | -128.2% | -15.9% |
| 1Y | -40.5% | +313.9% | -354.4% | -45.8% |
| 3Y | +196.3% | +2,327.9% | -2,131.6% | +136.9% |
| 5Y | -67.0% | +1,040.6% | -1,107.7% | -72.8% |
| All | +597.0% | +1,606.4% | -1,009.4% | +473.8% |
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