+19.1%
AA vs EXEL
+195.7%
-176.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.1% |
| 7D | +1.7% | +1.4% | +0.3% | +1.3% |
| 30D | +3.3% | +6.7% | -3.3% | +1.7% |
| 3M | -29.4% | +11.5% | -40.9% | -31.4% |
| 6M | -12.8% | +38.8% | -51.6% | -19.9% |
| YTD | -2.1% | +31.6% | -33.7% | -9.2% |
| 1Y | +62.8% | +53.0% | +9.7% | +44.9% |
| 3Y | +90.5% | +160.8% | -70.4% | +40.7% |
| 5Y | +19.1% | +190.1% | -171.0% | -18.2% |
| All | +19.1% | +195.7% | -176.7% | -18.2% |
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