+20.5%
EXE vs ALK
+20.7%
-0.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | +1.5% | +2.6% | -1.1% | +1.4% |
| 30D | -0.2% | +7.8% | -8.0% | -0.4% |
| 3M | -9.2% | -15.2% | +6.0% | -8.7% |
| 6M | -7.2% | +5.0% | -12.3% | -8.1% |
| YTD | -18.3% | -18.4% | +0.2% | -17.7% |
| 1Y | -23.6% | -2.4% | -21.2% | -25.1% |
| All | +20.5% | +20.7% | -0.1% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling