+2.7%
EXE vs AME
+26.3%
-23.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.1% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -0.8% | -8.6% | +7.8% | -1.9% |
| 3M | +10.0% | +5.8% | +4.3% | +10.8% |
| 6M | -6.3% | +3.8% | -10.2% | -5.6% |
| YTD | -10.7% | +14.4% | -25.1% | -10.8% |
| 1Y | +2.7% | +25.8% | -23.1% | +0.5% |
| All | +2.7% | +26.3% | -23.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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