+64.4%
XLF vs ALM
+958.0%
-893.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.3% |
| 7D | -1.0% | +3.6% | -4.7% | -1.2% |
| 30D | -1.3% | +33.8% | -35.1% | -2.3% |
| 3M | +9.1% | +14.8% | -5.6% | +8.3% |
| 6M | +14.4% | -7.0% | +21.3% | +13.8% |
| YTD | +5.1% | +108.1% | -103.0% | +1.6% |
| 1Y | +8.6% | +313.8% | -305.1% | +2.4% |
| 3Y | +74.4% | +2,227.6% | -2,153.2% | +53.6% |
| 5Y | +64.4% | +956.6% | -892.3% | +46.6% |
| All | +64.4% | +958.0% | -893.6% | +46.6% |
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