+18.0%
EXE vs AUR
+84.2%
-66.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -3.1% | +1.4% | -4.6% | -3.2% |
| 30D | -0.9% | -6.4% | +5.5% | -0.7% |
| 3M | +9.6% | +7.7% | +1.8% | +8.9% |
| 6M | -11.6% | +44.5% | -56.1% | -13.7% |
| YTD | -12.6% | +67.4% | -80.0% | -15.5% |
| 1Y | +1.2% | +15.4% | -14.3% | -0.6% |
| 3Y | +18.0% | +94.8% | -76.8% | +5.4% |
| All | +18.0% | +84.2% | -66.2% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling