+36.5%
XLB vs ALM
+951.0%
-914.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -1.4% | -2.6% | +1.2% | -1.3% |
| 30D | -0.4% | +32.0% | -32.4% | -1.7% |
| 3M | +2.0% | -15.0% | +17.0% | +2.2% |
| 6M | +1.8% | -10.1% | +12.0% | +1.4% |
| YTD | +16.6% | +99.4% | -82.8% | +12.6% |
| 1Y | +16.9% | +316.4% | -299.4% | +9.8% |
| 3Y | +32.6% | +2,022.0% | -1,989.4% | +15.0% |
| All | +36.5% | +951.0% | -914.5% | +20.8% |
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