+151.4%
EXE vs AR
+372.1%
-220.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.0% |
| 7D | +3.6% | +6.4% | -2.9% | +0.3% |
| 30D | -4.3% | +3.1% | -7.4% | -6.1% |
| 3M | -7.7% | +3.3% | -10.9% | -9.5% |
| 6M | -7.2% | +6.6% | -13.8% | -10.8% |
| YTD | -18.5% | +12.3% | -30.8% | -24.0% |
| 1Y | -24.4% | +12.3% | -36.7% | -29.5% |
| 3Y | +21.6% | +50.4% | -28.9% | -5.5% |
| 5Y | +77.3% | +101.0% | -23.6% | +25.4% |
| All | +151.4% | +372.1% | -220.7% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling