+84.6%
SPYG vs ALM
+1,033.0%
-948.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -0.9% |
| 7D | +1.2% | +8.4% | -7.2% | +0.8% |
| 30D | -1.6% | +34.8% | -36.4% | -2.9% |
| 3M | +3.4% | +16.2% | -12.9% | +2.3% |
| 6M | +18.9% | +2.1% | +16.8% | +17.7% |
| YTD | +13.8% | +117.0% | -103.2% | +9.9% |
| 1Y | +20.6% | +313.9% | -293.3% | +13.8% |
| 3Y | +100.5% | +2,327.9% | -2,227.4% | +78.3% |
| 5Y | +84.6% | +1,040.6% | -956.0% | +66.9% |
| All | +84.6% | +1,033.0% | -948.4% | +66.9% |
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