-13.4%
EXE vs AS
-8.7%
-4.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.6% |
| 7D | -5.6% | +7.1% | -12.8% | -4.6% |
| 30D | -3.3% | +12.8% | -16.1% | -1.4% |
| 3M | -5.5% | -14.7% | +9.3% | -7.7% |
| 6M | -13.4% | -9.9% | -3.5% | -14.6% |
| All | -13.4% | -8.7% | -4.7% | -14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling