+57.2%
AA vs EXEL
+231.1%
-173.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.7% | +2.7% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | -6.7% | +19.0% | -25.7% | -9.7% |
| 3M | -16.3% | +33.3% | -49.6% | -20.9% |
| 6M | -37.1% | +42.9% | -80.0% | -41.5% |
| YTD | -25.0% | +58.7% | -83.7% | -32.0% |
| 1Y | +8.6% | +70.5% | -61.9% | -2.8% |
| 3Y | +57.2% | +233.8% | -176.6% | +15.0% |
| All | +57.2% | +231.1% | -173.9% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling