+44.4%
XLU vs ALM
+856.4%
-812.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.6% | +8.6% | -0.8% |
| 7D | -1.2% | -7.1% | +5.9% | -1.1% |
| 30D | -2.5% | +24.7% | -27.2% | -3.0% |
| 3M | -2.7% | +8.3% | -11.0% | -3.1% |
| 6M | -7.5% | -22.2% | +14.7% | -7.4% |
| YTD | +0.9% | +88.1% | -87.1% | -1.0% |
| 1Y | +3.3% | +272.4% | -269.1% | -0.4% |
| 3Y | +47.3% | +2,004.1% | -1,956.8% | +34.7% |
| 5Y | +44.4% | +915.8% | -871.4% | +34.3% |
| All | +44.4% | +856.4% | -812.0% | +34.3% |
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