+106.6%
EXE vs ALB
-44.4%
+151.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | -0.5% |
| 7D | -0.3% | -8.1% | +7.8% | +1.0% |
| 30D | +8.5% | +6.3% | +2.2% | +7.3% |
| 3M | +5.5% | -23.6% | +29.0% | +9.3% |
| 6M | -5.9% | -24.6% | +18.7% | -3.0% |
| YTD | -9.7% | -10.3% | +0.6% | -10.2% |
| 1Y | +3.6% | +61.5% | -57.9% | -7.7% |
| 3Y | +18.0% | -34.0% | +52.0% | +22.0% |
| All | +106.6% | -44.4% | +151.0% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling