+178.5%
EXE vs ALC
-4.0%
+182.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | -0.3% | -2.1% | +1.8% | +0.2% |
| 30D | +8.5% | -0.1% | +8.6% | +8.5% |
| 3M | +5.5% | +5.9% | -0.4% | +4.1% |
| 6M | -5.9% | -15.9% | +10.0% | -3.0% |
| YTD | -9.7% | -10.1% | +0.4% | -8.3% |
| 1Y | +3.6% | -10.2% | +13.8% | +5.1% |
| 3Y | +18.0% | -13.6% | +31.6% | +18.8% |
| 5Y | +109.4% | -15.1% | +124.6% | +100.7% |
| All | +178.5% | -4.0% | +182.4% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling