+365.7%
SE vs ALM
+624.7%
-258.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | 0.0% |
| 7D | +2.0% | -6.7% | +8.7% | +2.5% |
| 30D | -20.0% | -32.9% | +12.9% | -18.0% |
| 3M | -31.8% | -39.5% | +7.7% | -29.9% |
| 6M | -15.9% | -62.0% | +46.1% | -11.6% |
| YTD | -40.6% | -7.8% | -32.8% | -40.9% |
| 1Y | -50.7% | +26.7% | -77.4% | -51.8% |
| 3Y | +70.3% | +825.4% | -755.1% | +45.3% |
| 5Y | -78.8% | +401.2% | -480.1% | -81.7% |
| All | +365.7% | +624.7% | -258.9% | +303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling