+105.4%
EXE vs AU
+673.1%
-567.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +0.7% |
| 7D | -2.2% | -7.0% | +4.8% | -1.5% |
| 30D | -0.8% | +7.3% | -8.1% | -1.7% |
| 3M | +10.0% | +33.2% | -23.2% | +6.2% |
| 6M | -6.3% | -0.6% | -5.7% | -7.2% |
| YTD | -10.7% | +26.2% | -36.8% | -15.1% |
| 1Y | +2.7% | +68.3% | -65.6% | -7.1% |
| 3Y | +19.1% | +592.1% | -573.0% | -19.2% |
| 5Y | +105.4% | +685.3% | -579.8% | +35.3% |
| All | +105.4% | +673.1% | -567.7% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling