+140.6%
EXE vs ALK
-30.6%
+171.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -6.6% | +9.0% | -15.6% | -7.6% |
| 30D | -4.0% | -1.6% | -2.4% | -4.0% |
| 3M | -7.5% | -23.2% | +15.7% | -4.7% |
| 6M | -11.7% | -3.9% | -7.8% | -12.5% |
| YTD | -22.0% | -22.6% | +0.6% | -20.9% |
| 1Y | -21.8% | -5.3% | -16.5% | -24.2% |
| 3Y | +8.0% | +18.6% | -10.6% | -7.5% |
| 5Y | +62.3% | -34.4% | +96.7% | +60.1% |
| All | +140.6% | -30.6% | +171.2% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling