+50.4%
ALLE vs EXEL
+260.1%
-209.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -0.6% | +0.3% | -0.8% | -0.6% |
| 30D | +25.3% | +19.0% | +6.3% | +22.3% |
| 3M | +10.3% | +33.3% | -23.0% | +5.8% |
| 6M | +38.0% | +42.9% | -4.8% | +31.0% |
| YTD | +17.8% | +58.7% | -41.0% | +9.8% |
| 1Y | +13.6% | +70.5% | -56.9% | +4.7% |
| 3Y | +89.2% | +233.8% | -144.6% | +52.1% |
| All | +50.4% | +260.1% | -209.7% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling