+361.2%
XLY vs ALM
+8,043.4%
-7,682.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.3% |
| 7D | -2.1% | +3.6% | -5.7% | -2.1% |
| 30D | -6.0% | +33.8% | -39.8% | -6.1% |
| 3M | -2.7% | +14.8% | -17.5% | -2.8% |
| 6M | -1.5% | -7.0% | +5.5% | -1.5% |
| YTD | -5.4% | +108.1% | -113.5% | -5.7% |
| 1Y | -3.8% | +313.8% | -317.6% | -4.3% |
| 3Y | +36.6% | +2,227.6% | -2,191.0% | +35.1% |
| 5Y | +27.4% | +956.6% | -929.3% | +26.1% |
| 10Y | +218.2% | +3,082.3% | -2,864.1% | +214.0% |
| All | +361.2% | +8,043.4% | -7,682.2% | +350.8% |
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 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