+103.6%
EXE vs ACI
-44.9%
+148.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.8% |
| 7D | -1.8% | -2.6% | +0.8% | -1.4% |
| 30D | +6.4% | +1.1% | +5.3% | +6.2% |
| 3M | +9.2% | -23.6% | +32.9% | +13.5% |
| 6M | -7.0% | -29.9% | +23.0% | -2.1% |
| YTD | -9.5% | -26.9% | +17.4% | -5.7% |
| 1Y | +6.2% | -34.2% | +40.5% | +12.9% |
| 3Y | +20.7% | -43.6% | +64.4% | +32.1% |
| 5Y | +103.6% | -42.4% | +146.0% | +115.9% |
| All | +103.6% | -44.9% | +148.6% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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