+267.2%
ALAB vs EXE
+12.7%
+254.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +26.9% | +3.6% | +23.4% | +25.5% |
| 30D | -30.0% | -4.3% | -25.7% | -29.0% |
| 3M | -28.5% | -7.7% | -20.9% | -27.0% |
| 6M | +11.4% | -7.2% | +18.7% | +13.1% |
| YTD | +36.9% | -18.5% | +55.4% | +45.1% |
| 1Y | +44.4% | -24.4% | +68.7% | +60.2% |
| All | +267.2% | +12.7% | +254.5% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling