+410.2%
SPYG vs ALM
+2,776.7%
-2,366.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.6% |
| 7D | -1.8% | -7.1% | +5.3% | -1.6% |
| 30D | -1.9% | +24.7% | -26.6% | -2.7% |
| 3M | +5.2% | +8.3% | -3.1% | +4.6% |
| 6M | +15.6% | -22.2% | +37.7% | +15.6% |
| YTD | +12.4% | +88.1% | -75.7% | +10.0% |
| 1Y | +17.5% | +272.4% | -254.9% | +12.8% |
| 3Y | +98.1% | +2,004.1% | -1,906.1% | +81.1% |
| 5Y | +84.9% | +915.8% | -830.9% | +70.6% |
| All | +410.2% | +2,776.7% | -2,366.5% | +355.5% |
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