+257.6%
ALAB vs EXE
+13.7%
+243.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | +16.3% | +5.3% | +11.0% | +14.4% |
| 30D | -26.1% | -2.2% | -23.9% | -25.6% |
| 3M | -31.3% | -5.9% | -25.4% | -30.2% |
| 6M | -1.0% | -5.7% | +4.7% | -0.1% |
| YTD | +33.3% | -17.8% | +51.2% | +40.9% |
| 1Y | +53.5% | -23.1% | +76.7% | +69.1% |
| All | +257.6% | +13.7% | +243.9% | +216.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling