+172.1%
EXC vs ALK
-41.7%
+213.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -1.2% | +9.0% | -10.2% | -2.6% |
| 30D | +10.0% | -1.6% | +11.6% | +10.0% |
| 3M | +1.6% | -23.2% | +24.8% | +5.5% |
| 6M | +3.3% | -3.9% | +7.1% | +2.7% |
| YTD | +7.6% | -22.6% | +30.1% | +9.6% |
| 1Y | +3.5% | -5.3% | +8.8% | +1.4% |
| 3Y | +27.7% | +18.6% | +9.1% | +12.8% |
| 5Y | +41.1% | -34.4% | +75.5% | +38.8% |
| All | +172.1% | -41.7% | +213.8% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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