+178.5%
EXE vs AME
+103.0%
+75.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | +8.5% | -6.7% | +15.1% | +10.5% |
| 3M | +5.5% | +4.1% | +1.4% | +3.8% |
| 6M | -5.9% | +1.6% | -7.5% | -7.0% |
| YTD | -9.7% | +16.1% | -25.9% | -15.3% |
| 1Y | +3.6% | +27.3% | -23.8% | -6.5% |
| 3Y | +18.0% | +50.9% | -32.8% | -3.2% |
| 5Y | +109.4% | +81.4% | +28.0% | +50.2% |
| All | +178.5% | +103.0% | +75.5% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling