+80.3%
EXE vs AR
+99.4%
-19.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +5.3% | +7.4% | -2.0% | +1.1% |
| 30D | -2.2% | +5.8% | -8.0% | -5.6% |
| 3M | -5.9% | +5.2% | -11.1% | -9.0% |
| 6M | -5.7% | +5.4% | -11.2% | -9.3% |
| YTD | -17.8% | +12.4% | -30.3% | -24.2% |
| 1Y | -23.1% | +12.8% | -35.9% | -29.4% |
| 3Y | +21.2% | +47.2% | -26.0% | -9.2% |
| All | +80.3% | +99.4% | -19.1% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling