+167.7%
XLB vs ALM
+2,221.4%
-2,053.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | +1.6% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | +7.1% | -26.1% | +33.2% | +8.1% |
| 3M | +0.6% | -38.1% | +38.7% | +2.0% |
| 6M | +3.5% | -55.4% | +58.9% | +5.6% |
| YTD | +18.2% | -0.4% | +18.6% | +17.5% |
| 1Y | +25.6% | +25.4% | +0.2% | +23.8% |
| 3Y | +46.7% | +907.8% | -861.1% | +34.5% |
| 5Y | +30.9% | +440.2% | -409.3% | +20.8% |
| 10Y | +167.7% | +2,031.1% | -1,863.4% | +144.0% |
| All | +167.7% | +2,221.4% | -2,053.7% | +144.0% |
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