+24.1%
EXE vs AS
+125.3%
-101.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | +3.6% | -3.6% | +7.2% | +3.8% |
| 30D | -4.3% | +3.4% | -7.7% | -4.6% |
| 3M | -7.7% | -8.6% | +0.9% | -7.2% |
| 6M | -7.2% | -10.0% | +2.8% | -6.9% |
| YTD | -18.5% | -19.2% | +0.7% | -17.7% |
| 1Y | -24.4% | -3.8% | -20.6% | -25.5% |
| All | +24.1% | +125.3% | -101.2% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling