+149.4%
EXE vs AUR
-35.0%
+184.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.7% | +11.1% | -13.8% | -3.2% |
| 30D | -0.4% | -6.9% | +6.5% | -0.2% |
| 3M | +9.5% | +5.5% | +4.0% | +9.0% |
| 6M | -9.3% | +41.0% | -50.3% | -11.3% |
| YTD | -10.9% | +69.3% | -80.2% | -13.8% |
| 1Y | +4.3% | +14.0% | -9.7% | +2.6% |
| 3Y | +18.8% | +90.1% | -71.3% | +10.2% |
| 5Y | +101.4% | -34.4% | +135.8% | +66.8% |
| All | +149.4% | -35.0% | +184.4% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling