+169.7%
EXE vs AMCR
-1.5%
+171.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -3.1% | -6.3% | +3.1% | -1.7% |
| 30D | -0.9% | -7.8% | +6.9% | +1.0% |
| 3M | +9.6% | +7.5% | +2.0% | +7.1% |
| 6M | -11.6% | +2.7% | -14.3% | -12.9% |
| YTD | -12.6% | +6.0% | -18.6% | -15.3% |
| 1Y | +1.2% | +7.8% | -6.6% | -2.7% |
| 3Y | +18.0% | +5.8% | +12.2% | +10.5% |
| 5Y | +101.1% | -11.6% | +112.7% | +105.8% |
| All | +169.7% | -1.5% | +171.2% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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