+61.3%
EXE vs ALM
+396.4%
-335.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -6.6% | -6.7% | +0.1% | -6.4% |
| 30D | -4.0% | -32.9% | +28.9% | -3.2% |
| 3M | -7.5% | -39.5% | +32.0% | -6.6% |
| 6M | -11.7% | -62.0% | +50.3% | -10.1% |
| YTD | -22.0% | -7.8% | -14.2% | -23.0% |
| 1Y | -21.8% | +26.7% | -48.5% | -23.7% |
| 3Y | +8.0% | +825.4% | -817.3% | -3.5% |
| All | +61.3% | +396.4% | -335.1% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling