-5.9%
EXE vs ALK
-16.4%
+10.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -0.9% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | +8.5% | -19.2% | +27.7% | +5.1% |
| 3M | +5.5% | -1.5% | +7.0% | +5.8% |
| 6M | -5.9% | -13.1% | +7.2% | -4.7% |
| All | -5.9% | -16.4% | +10.5% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling