-18.9%
EXE vs ALB
+4.7%
-23.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.3% | -8.2% | -3.2% |
| 7D | -4.7% | -2.1% | -2.6% | -4.5% |
| 30D | +1.0% | -9.0% | +10.0% | +1.7% |
| 3M | -5.6% | -21.1% | +15.5% | -4.1% |
| 6M | -12.3% | -49.9% | +37.6% | -8.9% |
| YTD | -19.5% | -32.3% | +12.8% | -19.2% |
| 1Y | -18.9% | +8.6% | -27.5% | -22.6% |
| All | -18.9% | +4.7% | -23.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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