+248.8%
XLF vs ALM
+2,589.2%
-2,340.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.8% |
| 7D | -1.5% | -11.8% | +10.4% | -1.2% |
| 30D | -1.2% | +7.8% | -9.0% | -1.4% |
| 3M | +9.2% | -9.3% | +18.4% | +9.2% |
| 6M | +16.3% | -30.5% | +46.8% | +16.7% |
| YTD | +5.4% | +75.8% | -70.4% | +3.0% |
| 1Y | +7.6% | +241.2% | -233.6% | +3.0% |
| 3Y | +74.2% | +1,872.6% | -1,798.4% | +57.4% |
| 5Y | +66.1% | +849.6% | -783.4% | +51.7% |
| All | +248.8% | +2,589.2% | -2,340.4% | +214.1% |
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 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