-18.9%
EXE vs AR
+14.7%
-33.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.3% | +0.8% |
| 7D | -4.7% | -11.1% | +6.5% | +2.1% |
| 30D | +1.0% | +7.9% | -6.9% | -4.0% |
| 3M | -5.6% | +4.9% | -10.5% | -9.0% |
| 6M | -12.3% | -5.3% | -7.0% | -10.3% |
| YTD | -19.5% | +8.6% | -28.1% | -25.2% |
| 1Y | -18.9% | +13.7% | -32.5% | -26.8% |
| All | -18.9% | +14.7% | -33.6% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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