+174.8%
EXE vs ALM
+1,239.9%
-1,065.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.5% |
| 7D | -2.7% | +3.6% | -6.3% | -2.8% |
| 30D | -0.4% | +33.8% | -34.2% | -1.2% |
| 3M | +9.5% | +14.8% | -5.3% | +8.9% |
| 6M | -9.3% | -7.0% | -2.4% | -9.7% |
| YTD | -10.9% | +108.1% | -119.0% | -13.8% |
| 1Y | +4.3% | +313.8% | -309.5% | -1.8% |
| 3Y | +18.8% | +2,227.6% | -2,208.8% | +1.5% |
| 5Y | +101.4% | +956.6% | -855.2% | +77.8% |
| All | +174.8% | +1,239.9% | -1,065.1% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling