+28.4%
XLY vs ALM
+839.2%
-810.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.1% |
| 7D | -1.7% | -11.8% | +10.1% | -1.3% |
| 30D | -4.2% | +7.8% | -12.0% | -4.6% |
| 3M | -2.7% | -9.3% | +6.6% | -2.7% |
| 6M | -0.6% | -30.5% | +29.8% | -0.2% |
| YTD | -5.0% | +75.8% | -80.8% | -7.6% |
| 1Y | -4.1% | +241.2% | -245.3% | -8.9% |
| 3Y | +33.6% | +1,872.6% | -1,839.0% | +16.1% |
| All | +28.4% | +839.2% | -810.8% | +14.9% |
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