+132.3%
AA vs EXEL
+378.5%
-246.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | -1.6% | +10.1% | -11.7% | -3.9% |
| 3M | -29.8% | +10.1% | -39.9% | -31.6% |
| 6M | -16.6% | +37.7% | -54.3% | -23.4% |
| YTD | -4.0% | +33.1% | -37.1% | -11.3% |
| 1Y | +63.5% | +52.4% | +11.1% | +45.4% |
| 3Y | +86.8% | +163.8% | -77.1% | +40.4% |
| 5Y | +12.4% | +198.5% | -186.1% | -19.7% |
| 10Y | +132.3% | +386.9% | -254.6% | +41.6% |
| All | +132.3% | +378.5% | -246.2% | +41.6% |
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