+8.0%
EXE vs ALB
-16.8%
+24.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -6.6% | +9.1% | -15.6% | -7.3% |
| 30D | -4.0% | -3.4% | -0.6% | -3.8% |
| 3M | -7.5% | -20.6% | +13.1% | -5.7% |
| 6M | -11.7% | -48.2% | +36.5% | -6.9% |
| YTD | -22.0% | -29.2% | +7.2% | -20.6% |
| 1Y | -21.8% | +10.0% | -31.8% | -23.9% |
| 3Y | +8.0% | -12.9% | +20.9% | +3.2% |
| All | +8.0% | -16.8% | +24.8% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling