+685.3%
AU vs EXEL
+192.6%
+492.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -4.1% |
| 7D | -7.0% | -2.9% | -4.1% | -6.6% |
| 30D | +7.3% | +11.9% | -4.6% | +5.6% |
| 3M | +33.2% | +9.2% | +24.0% | +31.6% |
| 6M | -0.6% | +39.1% | -39.7% | -4.6% |
| YTD | +26.2% | +31.0% | -4.9% | +21.7% |
| 1Y | +68.3% | +52.3% | +15.9% | +60.3% |
| 3Y | +592.1% | +159.7% | +432.4% | +496.6% |
| 5Y | +685.3% | +187.7% | +497.5% | +579.3% |
| All | +685.3% | +192.6% | +492.7% | +579.3% |
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 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