+31.6%
EXC vs AU
+547.8%
-516.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.2% |
| 7D | -1.4% | +4.7% | -6.0% | -1.5% |
| 30D | +8.3% | -1.5% | +9.8% | +8.3% |
| 3M | +2.6% | -5.0% | +7.6% | +2.6% |
| 6M | +5.2% | -13.5% | +18.7% | +5.5% |
| YTD | +7.5% | +11.7% | -4.2% | +6.2% |
| 1Y | +3.2% | +21.3% | -18.2% | +1.4% |
| All | +31.6% | +547.8% | -516.2% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling