-78.0%
SE vs ALM
+410.2%
-488.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.6% | +0.5% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | -20.9% | -19.3% | -1.6% | -19.6% |
| 3M | -38.9% | -40.6% | +1.8% | -36.6% |
| 6M | -19.4% | -57.9% | +38.5% | -14.7% |
| YTD | -40.9% | -6.7% | -34.2% | -41.2% |
| 1Y | -46.2% | +20.2% | -66.4% | -47.5% |
| 3Y | +63.7% | +879.4% | -815.7% | +30.1% |
| All | -78.0% | +410.2% | -488.3% | -82.6% |
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