+105.4%
EXE vs AMCR
-9.6%
+115.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -2.2% | -5.0% | +2.8% | -1.1% |
| 30D | -0.8% | -8.0% | +7.2% | +1.1% |
| 3M | +10.0% | +14.3% | -4.2% | +5.9% |
| 6M | -6.3% | +5.3% | -11.7% | -8.3% |
| YTD | -10.7% | +7.7% | -18.4% | -13.7% |
| 1Y | +2.7% | +10.8% | -8.2% | -2.0% |
| 3Y | +19.1% | +9.6% | +9.5% | +9.7% |
| 5Y | +105.4% | -10.2% | +115.6% | +116.4% |
| All | +105.4% | -9.6% | +115.0% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling