+251.7%
XLU vs ALM
+8,394.4%
-8,142.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -8.0% | +0.8% |
| 7D | +2.1% | +8.4% | -6.3% | +2.1% |
| 30D | -0.4% | +34.8% | -35.2% | -0.4% |
| 3M | +0.5% | +16.2% | -15.8% | +0.4% |
| 6M | -5.8% | +2.1% | -7.9% | -5.8% |
| YTD | +3.1% | +117.0% | -113.9% | +2.9% |
| 1Y | +8.1% | +313.9% | -305.7% | +7.7% |
| 3Y | +50.5% | +2,327.9% | -2,277.4% | +49.3% |
| 5Y | +44.7% | +1,040.6% | -995.9% | +43.7% |
| 10Y | +136.8% | +3,219.4% | -3,082.6% | +134.3% |
| All | +251.7% | +8,394.4% | -8,142.6% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling