+77.3%
EXE vs ALK
-31.3%
+108.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.1% |
| 7D | +3.6% | +0.9% | +2.7% | +3.4% |
| 30D | -4.3% | +3.3% | -7.6% | -4.8% |
| 3M | -7.7% | -17.6% | +9.9% | -6.1% |
| 6M | -7.2% | +0.8% | -8.1% | -8.6% |
| YTD | -18.5% | -22.4% | +3.9% | -17.5% |
| 1Y | -24.4% | -10.1% | -14.3% | -25.7% |
| 3Y | +21.6% | +14.0% | +7.6% | +7.5% |
| 5Y | +77.3% | -29.8% | +107.2% | +69.9% |
| All | +77.3% | -31.3% | +108.6% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling