+45.0%
AA vs EXEL
+363.4%
-318.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.0% |
| 7D | +1.2% | -2.4% | +3.6% | +1.9% |
| 30D | -5.0% | +17.9% | -22.9% | -8.8% |
| 3M | -22.2% | +33.3% | -55.5% | -27.6% |
| 6M | -36.3% | +46.6% | -82.9% | -42.4% |
| YTD | -24.2% | +61.0% | -85.2% | -33.3% |
| 1Y | +3.9% | +70.4% | -66.6% | -9.9% |
| 3Y | +67.6% | +236.1% | -168.5% | +17.9% |
| 5Y | -8.8% | +284.8% | -293.7% | -39.2% |
| 10Y | +45.0% | +348.4% | -303.5% | -9.6% |
| All | +45.0% | +363.4% | -318.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling