-23.5%
EXE vs ALK
-4.9%
-18.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.5% | +2.5% |
| 7D | -3.9% | +8.9% | -12.8% | -2.8% |
| 30D | -2.6% | +5.9% | -8.5% | -1.7% |
| 3M | -6.9% | -16.5% | +9.7% | -8.8% |
| 6M | -9.3% | +2.1% | -11.4% | -8.3% |
| YTD | -20.7% | -17.1% | -3.6% | -20.7% |
| All | -23.5% | -4.9% | -18.6% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling