+178.5%
EXE vs AU
+441.2%
-262.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.9% |
| 7D | -0.3% | -3.6% | +3.4% | +0.1% |
| 30D | +8.5% | +23.9% | -15.4% | +5.9% |
| 3M | +5.5% | +19.1% | -13.6% | +3.1% |
| 6M | -5.9% | -0.2% | -5.7% | -6.7% |
| YTD | -9.7% | +32.5% | -42.2% | -14.4% |
| 1Y | +3.6% | +96.9% | -93.4% | -7.8% |
| 3Y | +18.0% | +614.7% | -596.7% | -17.6% |
| 5Y | +109.4% | +647.7% | -538.3% | +42.8% |
| All | +178.5% | +441.2% | -262.7% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling