+672.3%
AU vs EXEL
+375.2%
+297.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | -4.3% | -4.9% | +0.6% | -4.0% |
| 30D | +7.3% | +11.4% | -4.1% | +6.8% |
| 3M | +26.3% | +4.9% | +21.4% | +26.1% |
| 6M | +1.8% | +34.4% | -32.7% | +0.7% |
| YTD | +26.8% | +28.0% | -1.2% | +25.6% |
| 1Y | +66.7% | +43.6% | +23.0% | +64.7% |
| 3Y | +579.1% | +155.2% | +423.9% | +557.8% |
| 5Y | +689.3% | +181.2% | +508.2% | +661.9% |
| All | +672.3% | +375.2% | +297.1% | +684.0% |
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