-24.4%
EXE vs ALM
+7.9%
-32.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.3% |
| 7D | +3.6% | -4.0% | +7.6% | +3.5% |
| 30D | -4.3% | -30.5% | +26.2% | -4.6% |
| 3M | -7.7% | -46.9% | +39.2% | -8.0% |
| 6M | -7.2% | -65.5% | +58.3% | -7.1% |
| YTD | -18.5% | -13.4% | -5.1% | -20.0% |
| 1Y | -24.4% | +9.8% | -34.1% | -25.1% |
| All | -24.4% | +7.9% | -32.3% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling