+39.8%
AEE vs EXEL
+192.6%
-152.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.7% | -2.9% | +2.2% | -0.4% |
| 30D | -2.0% | +11.9% | -13.9% | -3.0% |
| 3M | -2.8% | +9.2% | -12.1% | -3.7% |
| 6M | -3.6% | +39.1% | -42.7% | -6.8% |
| YTD | +7.3% | +31.0% | -23.7% | +4.2% |
| 1Y | +8.7% | +52.3% | -43.6% | +3.7% |
| 3Y | +46.0% | +159.7% | -113.7% | +28.7% |
| 5Y | +39.8% | +187.7% | -148.0% | +21.8% |
| All | +39.8% | +192.6% | -152.8% | +21.8% |
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