+169.7%
EXE vs AU
+418.1%
-248.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.1% | -4.3% | +1.1% | -2.7% |
| 30D | -0.9% | +7.3% | -8.2% | -1.8% |
| 3M | +9.6% | +26.3% | -16.8% | +6.4% |
| 6M | -11.6% | +1.8% | -13.4% | -12.7% |
| YTD | -12.6% | +26.8% | -39.4% | -16.8% |
| 1Y | +1.2% | +66.7% | -65.5% | -7.9% |
| 3Y | +18.0% | +579.1% | -561.0% | -17.1% |
| 5Y | +101.1% | +689.3% | -588.2% | +36.7% |
| All | +169.7% | +418.1% | -248.4% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling