+144.5%
EXE vs ALC
+2.4%
+142.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.9% | +2.1% | -6.0% | -4.3% |
| 30D | -2.6% | +17.2% | -19.8% | -5.6% |
| 3M | -6.9% | +4.6% | -11.5% | -7.7% |
| 6M | -9.3% | +20.1% | -29.4% | -12.8% |
| YTD | -20.7% | -4.2% | -16.5% | -20.5% |
| 1Y | -21.8% | +2.1% | -23.9% | -22.7% |
| 3Y | +16.2% | +4.5% | +11.7% | +11.9% |
| 5Y | +61.1% | -12.3% | +73.5% | +51.5% |
| All | +144.5% | +2.4% | +142.1% | +132.8% |
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