+21.2%
EXE vs ALC
+4.4%
+16.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.5% |
| 7D | +5.3% | -1.1% | +6.4% | +5.4% |
| 30D | -2.2% | +16.0% | -18.2% | -4.1% |
| 3M | -5.9% | +0.8% | -6.7% | -5.9% |
| 6M | -5.7% | +16.8% | -22.5% | -7.7% |
| YTD | -17.8% | -5.5% | -12.3% | -17.4% |
| 1Y | -23.1% | -5.3% | -17.9% | -22.8% |
| 3Y | +21.2% | +4.1% | +17.1% | +18.2% |
| All | +21.2% | +4.4% | +16.8% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling