+196.7%
EXC vs AU
+818.2%
-621.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | +1.4% | -7.2% | +8.6% | +1.8% |
| 30D | +8.6% | -2.9% | +11.4% | +8.6% |
| 3M | +2.4% | -8.7% | +11.1% | +2.7% |
| 6M | +6.5% | -14.1% | +20.6% | +6.9% |
| YTD | +9.0% | +4.8% | +4.3% | +7.1% |
| 1Y | +4.6% | +11.9% | -7.3% | +2.1% |
| 3Y | +33.5% | +513.8% | -480.3% | +10.9% |
| 5Y | +41.4% | +379.3% | -337.9% | +17.9% |
| All | +196.7% | +818.2% | -621.6% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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