+183.8%
EXC vs ALK
-37.5%
+221.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -1.0% |
| 7D | -1.7% | +8.9% | -10.6% | -3.1% |
| 30D | +9.3% | +5.9% | +3.4% | +8.1% |
| 3M | +1.0% | -16.5% | +17.6% | +3.5% |
| 6M | +5.9% | +2.1% | +3.8% | +4.4% |
| YTD | +7.6% | -17.1% | +24.7% | +8.5% |
| 1Y | +2.4% | -2.9% | +5.3% | 0.0% |
| 3Y | +30.2% | +24.5% | +5.8% | +14.3% |
| 5Y | +41.4% | -29.1% | +70.5% | +37.2% |
| 10Y | +183.8% | -39.1% | +222.9% | +136.3% |
| All | +183.8% | -37.5% | +221.2% | +136.3% |
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