+186.6%
AEE vs EXEL
+386.3%
-199.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.7% | -2.9% | +2.2% | -0.5% |
| 30D | -2.0% | +11.9% | -13.9% | -2.7% |
| 3M | -2.8% | +9.2% | -12.1% | -3.4% |
| 6M | -3.6% | +39.1% | -42.7% | -5.8% |
| YTD | +7.3% | +31.0% | -23.7% | +5.2% |
| 1Y | +8.7% | +52.3% | -43.6% | +5.4% |
| 3Y | +46.0% | +159.7% | -113.7% | +35.8% |
| 5Y | +39.8% | +187.7% | -148.0% | +28.3% |
| All | +186.6% | +386.3% | -199.6% | +169.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling