+913.7%
AEE vs EXEL
+273.2%
+640.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.3% | +8.4% | -8.0% | -0.2% |
| 30D | -2.3% | +4.1% | -6.4% | -2.6% |
| 3M | +0.2% | +12.4% | -12.2% | -0.6% |
| 6M | -4.7% | +41.5% | -46.3% | -6.9% |
| YTD | +8.1% | +34.6% | -26.5% | +5.9% |
| 1Y | +8.5% | +57.9% | -49.3% | +5.1% |
| 3Y | +48.9% | +159.5% | -110.6% | +38.9% |
| 5Y | +39.9% | +198.5% | -158.6% | +28.7% |
| 10Y | +186.5% | +411.4% | -224.8% | +146.3% |
| All | +913.7% | +273.2% | +640.5% | +645.2% |
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