+45.6%
EXC vs AU
+673.1%
-627.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.5% |
| 7D | -1.6% | -7.0% | +5.3% | -1.2% |
| 30D | -2.4% | +7.3% | -9.7% | -2.9% |
| 3M | -4.0% | +33.2% | -37.2% | -5.9% |
| 6M | -9.8% | -0.6% | -9.2% | -10.2% |
| YTD | +2.3% | +26.2% | -23.9% | -0.5% |
| 1Y | +3.8% | +68.3% | -64.4% | -1.9% |
| 3Y | +19.7% | +592.1% | -572.4% | -4.0% |
| 5Y | +45.6% | +685.3% | -639.6% | +12.5% |
| All | +45.6% | +673.1% | -627.5% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling