-27.1%
AA vs EXEL
+346.4%
-373.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.1% |
| 7D | +1.2% | -2.4% | +3.6% | +1.7% |
| 30D | -5.0% | +17.9% | -22.9% | -7.6% |
| 3M | -22.2% | +33.3% | -55.5% | -25.9% |
| 6M | -36.3% | +46.6% | -82.9% | -40.5% |
| YTD | -24.2% | +61.0% | -85.2% | -30.4% |
| 1Y | +3.9% | +70.4% | -66.6% | -5.6% |
| 3Y | +67.6% | +236.1% | -168.5% | +33.4% |
| 5Y | -8.8% | +284.8% | -293.7% | -29.7% |
| 10Y | +45.0% | +348.4% | -303.5% | +2.9% |
| All | -27.1% | +346.4% | -373.5% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling