-23.6%
EXE vs AS
+2.8%
-26.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.4% |
| 7D | +1.5% | -3.0% | +4.5% | +1.1% |
| 30D | -0.2% | +9.6% | -9.8% | +1.2% |
| 3M | -9.2% | -8.2% | -1.1% | -10.1% |
| 6M | -7.2% | -9.9% | +2.7% | -8.3% |
| YTD | -18.3% | -16.8% | -1.5% | -19.4% |
| 1Y | -23.6% | +3.0% | -26.6% | -25.1% |
| All | -23.6% | +2.8% | -26.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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