+81.7%
AA vs EXEL
+164.9%
-83.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -0.7% | +8.4% | -9.1% | -2.3% |
| 30D | +5.0% | +4.1% | +0.9% | +4.0% |
| 3M | -35.8% | +12.4% | -48.2% | -37.4% |
| 6M | -18.4% | +41.5% | -59.9% | -24.2% |
| YTD | -5.5% | +34.6% | -40.1% | -11.5% |
| 1Y | +61.0% | +57.9% | +3.1% | +45.4% |
| All | +81.7% | +164.9% | -83.2% | +42.0% |
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