+49.9%
XLE vs ALM
+44.8%
+5.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.9% | -4.7% |
| 7D | -7.2% | -6.4% | -0.8% | -7.3% |
| 30D | +0.1% | -35.0% | +35.1% | -0.5% |
| 3M | +9.2% | -33.8% | +43.0% | +8.6% |
| 6M | +8.4% | -55.0% | +63.4% | +8.0% |
| YTD | +44.9% | -0.2% | +45.1% | +44.6% |
| 1Y | +49.9% | +41.8% | +8.1% | +50.8% |
| All | +49.9% | +44.8% | +5.0% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling