+20.2%
EXE vs AME
+63.5%
-43.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +3.6% | +8.1% | -4.5% | +2.7% |
| 30D | -4.3% | -3.8% | -0.6% | -4.0% |
| 3M | -7.7% | -6.6% | -1.0% | -7.1% |
| 6M | -7.2% | +4.6% | -11.8% | -7.9% |
| YTD | -18.5% | +17.9% | -36.4% | -21.2% |
| 1Y | -24.4% | +23.2% | -47.6% | -27.5% |
| All | +20.2% | +63.5% | -43.3% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling