-21.7%
EXE vs ADVB
-73.6%
+51.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +2.2% |
| 7D | -2.2% | -4.1% | +1.9% | -2.1% |
| 30D | -0.3% | -60.3% | +59.9% | +1.2% |
| 3M | -9.3% | -73.3% | +64.0% | -7.2% |
| 6M | -7.2% | -65.9% | +58.7% | -6.0% |
| YTD | -18.9% | -63.9% | +45.0% | -17.5% |
| 1Y | -21.7% | -74.1% | +52.5% | -16.6% |
| All | -21.7% | -73.6% | +51.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling