+135.9%
XLU vs ALM
+2,589.2%
-2,453.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.2% |
| 7D | -1.6% | -11.8% | +10.2% | -1.4% |
| 30D | -3.3% | +7.8% | -11.1% | -3.5% |
| 3M | -3.2% | -9.3% | +6.1% | -3.2% |
| 6M | -7.0% | -30.5% | +23.5% | -6.8% |
| YTD | +0.6% | +75.8% | -75.2% | -0.7% |
| 1Y | +2.4% | +241.2% | -238.8% | 0.0% |
| 3Y | +46.3% | +1,872.6% | -1,826.4% | +38.2% |
| 5Y | +44.0% | +849.6% | -805.6% | +36.8% |
| All | +135.9% | +2,589.2% | -2,453.4% | +124.2% |
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