+109.8%
AAPL vs EXE
+100.7%
+9.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -3.0% | -2.7% | -0.2% | -2.6% |
| 30D | +2.3% | -0.4% | +2.7% | +2.3% |
| 3M | +8.6% | +9.5% | -0.9% | +7.1% |
| 6M | +21.6% | -9.3% | +30.9% | +22.9% |
| YTD | +16.3% | -10.9% | +27.2% | +17.7% |
| 1Y | +35.1% | +4.3% | +30.8% | +32.9% |
| 3Y | +79.4% | +18.8% | +60.6% | +70.9% |
| 5Y | +109.8% | +101.4% | +8.4% | +91.0% |
| All | +109.8% | +100.7% | +9.2% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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