+179.3%
EXE vs ALC
-5.8%
+185.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.7% |
| 7D | -1.8% | -3.7% | +1.9% | -1.1% |
| 30D | +6.4% | -3.7% | +10.1% | +7.2% |
| 3M | +9.2% | +4.6% | +4.7% | +8.1% |
| 6M | -7.0% | -14.6% | +7.6% | -4.4% |
| YTD | -9.5% | -11.9% | +2.4% | -7.7% |
| 1Y | +6.2% | -13.1% | +19.4% | +8.5% |
| 3Y | +20.7% | -15.0% | +35.7% | +21.9% |
| 5Y | +103.6% | -16.2% | +119.8% | +96.0% |
| All | +179.3% | -5.8% | +185.1% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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