+81.7%
AA vs EXE
+20.7%
+61.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.7% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +5.0% | +8.5% | -3.5% | +1.7% |
| 3M | -35.8% | +5.5% | -41.3% | -37.3% |
| 6M | -18.4% | -5.9% | -12.5% | -17.0% |
| YTD | -5.5% | -9.7% | +4.2% | -3.0% |
| 1Y | +61.0% | +3.6% | +57.4% | +52.0% |
| All | +81.7% | +20.7% | +61.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling