+1,040.6%
ALM vs EXEL
+195.7%
+844.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.3% | +11.1% | +9.0% |
| 7D | +8.4% | +1.4% | +7.0% | +8.3% |
| 30D | +34.8% | +6.7% | +28.2% | +34.1% |
| 3M | +16.2% | +11.5% | +4.8% | +15.3% |
| 6M | +2.1% | +38.8% | -36.7% | -0.1% |
| YTD | +117.0% | +31.6% | +85.4% | +112.6% |
| 1Y | +313.9% | +53.0% | +260.8% | +302.4% |
| 3Y | +2,327.9% | +160.8% | +2,167.1% | +2,139.6% |
| 5Y | +1,040.6% | +190.1% | +850.6% | +955.9% |
| All | +1,040.6% | +195.7% | +844.9% | +955.9% |
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