+21.2%
EXE vs ALB
-14.4%
+35.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | +5.3% | -5.8% | +11.1% | +5.8% |
| 30D | -2.2% | -4.5% | +2.3% | -1.9% |
| 3M | -5.9% | -28.1% | +22.2% | -3.3% |
| 6M | -5.7% | -53.2% | +47.5% | +0.2% |
| YTD | -17.8% | -33.3% | +15.5% | -16.0% |
| 1Y | -23.1% | -17.4% | -5.7% | -23.1% |
| 3Y | +21.2% | -14.1% | +35.3% | +14.7% |
| All | +21.2% | -14.4% | +35.6% | +14.7% |
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