+19.1%
AA vs EXE
+106.6%
-87.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.4% |
| 7D | +1.7% | -1.8% | +3.4% | +2.7% |
| 30D | +3.3% | +6.4% | -3.1% | -0.2% |
| 3M | -29.4% | +9.2% | -38.7% | -33.1% |
| 6M | -12.8% | -7.0% | -5.8% | -10.4% |
| YTD | -2.1% | -9.5% | +7.3% | +0.7% |
| 1Y | +62.8% | +6.2% | +56.5% | +50.5% |
| 3Y | +90.5% | +20.7% | +69.7% | +56.3% |
| 5Y | +19.1% | +103.6% | -84.6% | -25.7% |
| All | +19.1% | +106.6% | -87.6% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling