+159.6%
XLB vs ALM
+3,219.4%
-3,059.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.8% | -1.2% |
| 7D | -0.2% | +8.4% | -8.7% | -0.5% |
| 30D | -1.7% | +34.8% | -36.6% | -2.8% |
| 3M | +4.4% | +16.2% | -11.9% | +3.5% |
| 6M | +5.0% | +2.1% | +2.9% | +4.3% |
| YTD | +15.5% | +117.0% | -101.6% | +12.0% |
| 1Y | +14.9% | +313.9% | -298.9% | +9.3% |
| 3Y | +34.5% | +2,327.9% | -2,293.4% | +20.1% |
| 5Y | +36.5% | +1,040.6% | -1,004.1% | +23.4% |
| 10Y | +159.6% | +3,219.4% | -3,059.8% | +129.0% |
| All | +159.6% | +3,219.4% | -3,059.8% | +129.0% |
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