+68.2%
AEE vs EXEL
+230.5%
-162.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | +9.7% | +13.1% | -3.4% | +8.6% |
| 3M | +5.9% | +36.3% | -30.4% | +3.2% |
| 6M | +6.7% | +34.5% | -27.8% | +4.0% |
| YTD | +17.4% | +57.4% | -40.1% | +12.6% |
| 1Y | +12.7% | +62.9% | -50.3% | +7.7% |
| 3Y | +68.2% | +229.5% | -161.3% | +41.0% |
| All | +68.2% | +230.5% | -162.2% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling