+1,942.8%
ALM vs EXEL
+325.9%
+1,617.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.3% |
| 7D | -4.0% | +1.6% | -5.7% | -4.2% |
| 30D | -30.5% | +17.4% | -47.9% | -31.9% |
| 3M | -46.9% | +38.6% | -85.5% | -49.1% |
| 6M | -65.5% | +41.2% | -106.7% | -67.0% |
| YTD | -13.4% | +59.3% | -72.7% | -18.5% |
| 1Y | +9.8% | +60.2% | -50.4% | +3.2% |
| 3Y | +783.1% | +232.6% | +550.5% | +640.0% |
| 5Y | +378.3% | +285.9% | +92.4% | +286.8% |
| All | +1,942.8% | +325.9% | +1,617.0% | +1,112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling