+140.6%
EXE vs AR
+340.0%
-199.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.4% |
| 7D | -6.6% | -14.3% | +7.7% | +1.0% |
| 30D | -4.0% | +1.4% | -5.4% | -4.9% |
| 3M | -7.5% | +3.4% | -10.8% | -9.4% |
| 6M | -11.7% | -2.1% | -9.6% | -11.3% |
| YTD | -22.0% | +4.7% | -26.7% | -24.6% |
| 1Y | -21.8% | +10.6% | -32.4% | -26.5% |
| 3Y | +8.0% | +24.6% | -16.6% | -7.8% |
| 5Y | +62.3% | +71.9% | -9.6% | +22.1% |
| All | +140.6% | +340.0% | -199.4% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling