+174.8%
EXE vs ALB
-16.7%
+191.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.2% |
| 7D | -2.7% | -8.6% | +5.9% | -1.4% |
| 30D | -0.4% | -4.0% | +3.7% | +0.1% |
| 3M | +9.5% | -17.4% | +26.9% | +12.3% |
| 6M | -9.3% | -25.4% | +16.0% | -6.3% |
| YTD | -10.9% | -10.5% | -0.4% | -11.3% |
| 1Y | +4.3% | +75.8% | -71.5% | -8.4% |
| 3Y | +18.8% | -28.5% | +47.3% | +19.3% |
| 5Y | +101.4% | -45.1% | +146.5% | +109.6% |
| All | +174.8% | -16.7% | +191.6% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling