+59.3%
XLF vs ALM
+410.2%
-351.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +0.6% |
| 7D | +2.7% | +1.2% | +1.4% | +2.6% |
| 30D | +7.6% | -19.3% | +27.0% | +8.2% |
| 3M | +1.1% | -40.6% | +41.7% | +2.4% |
| 6M | +15.9% | -57.9% | +73.8% | +18.2% |
| YTD | +8.4% | -6.7% | +15.1% | +7.3% |
| 1Y | +12.5% | +20.2% | -7.7% | +10.2% |
| 3Y | +81.6% | +879.4% | -797.9% | +64.8% |
| All | +59.3% | +410.2% | -351.0% | +45.8% |
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