-14.8%
AA vs EXEL
+260.1%
-274.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.7% | +2.6% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | -6.7% | +19.0% | -25.7% | -10.5% |
| 3M | -16.3% | +33.3% | -49.6% | -22.0% |
| 6M | -37.1% | +42.9% | -80.0% | -42.6% |
| YTD | -25.0% | +58.7% | -83.7% | -33.7% |
| 1Y | +8.6% | +70.5% | -61.9% | -5.6% |
| 3Y | +57.2% | +233.8% | -176.6% | +7.4% |
| All | -14.8% | +260.1% | -274.9% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling