+384.5%
ALAB vs EXE
+23.3%
+361.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.6% |
| 7D | +9.6% | -2.7% | +12.4% | +10.5% |
| 30D | -5.3% | -0.4% | -4.9% | -5.3% |
| 3M | -12.0% | +9.5% | -21.5% | -15.3% |
| 6M | +145.7% | -9.3% | +155.1% | +154.4% |
| YTD | +80.7% | -10.9% | +91.6% | +86.5% |
| 1Y | +40.1% | +4.3% | +35.8% | +30.8% |
| All | +384.5% | +23.3% | +361.2% | +318.3% |
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