+19.9%
EXE vs AS
+133.7%
-113.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | -5.6% | +7.1% | -12.8% | -6.1% |
| 30D | -3.3% | +12.8% | -16.1% | -4.1% |
| 3M | -5.5% | -14.7% | +9.3% | -4.5% |
| 6M | -13.4% | -9.9% | -3.5% | -13.1% |
| YTD | -21.3% | -16.1% | -5.2% | -20.7% |
| 1Y | -20.7% | +0.2% | -20.9% | -22.1% |
| All | +19.9% | +133.7% | -113.9% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling