-23.6%
EXE vs AME
+22.0%
-45.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +1.5% | +1.1% | +0.4% | +1.6% |
| 30D | -0.2% | -4.1% | +3.9% | -0.7% |
| 3M | -9.2% | -6.3% | -2.9% | -10.1% |
| 6M | -7.2% | +3.5% | -10.8% | -6.2% |
| YTD | -18.3% | +17.3% | -35.6% | -18.3% |
| 1Y | -23.6% | +22.0% | -45.6% | -24.2% |
| All | -23.6% | +22.0% | -45.6% | -24.2% |
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