+249.6%
ALAB vs EXE
+9.7%
+240.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.6% | +12.1% | +13.2% |
| 7D | -5.6% | -3.9% | -1.7% | -4.2% |
| 30D | -36.6% | -2.6% | -34.1% | -36.0% |
| 3M | -35.1% | -6.9% | -28.2% | -34.0% |
| 6M | +8.5% | -9.3% | +17.9% | +11.0% |
| YTD | +30.4% | -20.7% | +51.1% | +39.4% |
| 1Y | +31.0% | -21.8% | +52.9% | +41.6% |
| All | +249.6% | +9.7% | +240.0% | +212.8% |
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