-68.1%
SE vs ALM
+951.0%
-1,019.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -6.1% | -2.6% | -3.5% | -5.9% |
| 30D | -2.5% | +32.0% | -34.5% | -4.7% |
| 3M | +21.7% | -15.0% | +36.8% | +22.4% |
| 6M | +27.0% | -10.1% | +37.1% | +26.3% |
| YTD | -12.1% | +99.4% | -111.6% | -17.5% |
| 1Y | -40.9% | +316.4% | -357.3% | -47.5% |
| 3Y | +191.0% | +2,022.0% | -1,831.0% | +114.4% |
| All | -68.1% | +951.0% | -1,019.1% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling