+237.8%
XLB vs ALM
+3,507.4%
-3,269.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -0.7% |
| 7D | -1.5% | -6.7% | +5.2% | -1.5% |
| 30D | +6.1% | -32.9% | +39.0% | +6.2% |
| 3M | 0.0% | -39.5% | +39.5% | +0.1% |
| 6M | 0.0% | -62.0% | +61.9% | +0.1% |
| YTD | +16.0% | -7.8% | +23.9% | +16.0% |
| 1Y | +24.7% | +26.7% | -1.9% | +24.6% |
| 3Y | +40.4% | +825.4% | -785.0% | +39.6% |
| 5Y | +30.7% | +401.2% | -370.6% | +30.0% |
| 10Y | +173.3% | +2,074.0% | -1,900.8% | +171.5% |
| All | +237.8% | +3,507.4% | -3,269.6% | +234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling