+67.7%
UL vs ALM
+3,082.3%
-3,014.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.5% | -1.6% |
| 7D | -3.2% | +3.6% | -6.8% | -3.3% |
| 30D | -0.6% | +33.8% | -34.4% | -0.9% |
| 3M | +9.4% | +14.8% | -5.3% | +9.1% |
| 6M | -4.1% | -7.0% | +2.8% | -4.3% |
| YTD | -2.0% | +108.1% | -110.0% | -3.3% |
| 1Y | -9.0% | +313.8% | -322.7% | -11.5% |
| 3Y | +21.8% | +2,227.6% | -2,205.8% | +13.0% |
| 5Y | +20.6% | +956.6% | -936.0% | +13.0% |
| 10Y | +67.7% | +3,082.3% | -3,014.6% | +49.3% |
| All | +67.7% | +3,082.3% | -3,014.6% | +49.3% |
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 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