+18.8%
EXE vs AS
+134.9%
-116.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -6.6% | +6.9% | -13.5% | -7.0% |
| 30D | -4.0% | +16.0% | -20.0% | -5.0% |
| 3M | -7.5% | -12.8% | +5.4% | -6.6% |
| 6M | -11.7% | -15.4% | +3.7% | -10.8% |
| YTD | -22.0% | -15.7% | -6.2% | -21.4% |
| 1Y | -21.8% | +6.1% | -27.9% | -23.7% |
| All | +18.8% | +134.9% | -116.0% | +5.3% |
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