+1,034.8%
EXC vs AU
+793.6%
+241.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.9% |
| 7D | +0.3% | -3.6% | +3.9% | +0.6% |
| 30D | -3.7% | +23.9% | -27.6% | -5.7% |
| 3M | -1.3% | +19.1% | -20.4% | -3.3% |
| 6M | -9.7% | -0.2% | -9.5% | -10.5% |
| YTD | +2.9% | +32.5% | -29.6% | -1.1% |
| 1Y | +4.4% | +96.9% | -92.6% | -3.7% |
| 3Y | +22.2% | +614.7% | -592.5% | -2.2% |
| 5Y | +46.7% | +647.7% | -601.0% | +15.0% |
| 10Y | +155.3% | +679.2% | -523.9% | +89.1% |
| All | +1,034.8% | +793.6% | +241.2% | +700.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling