+144.5%
EXE vs ALK
-25.7%
+170.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.5% | +0.8% |
| 7D | -3.9% | +8.9% | -12.8% | -5.0% |
| 30D | -2.6% | +5.9% | -8.5% | -3.4% |
| 3M | -6.9% | -16.5% | +9.7% | -5.0% |
| 6M | -9.3% | +2.1% | -11.4% | -10.8% |
| YTD | -20.7% | -17.1% | -3.6% | -20.3% |
| 1Y | -21.8% | -2.9% | -19.0% | -24.2% |
| 3Y | +16.2% | +24.5% | -8.3% | -0.7% |
| 5Y | +61.1% | -29.1% | +90.2% | +57.1% |
| All | +144.5% | -25.7% | +170.2% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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