+40.6%
ALB vs EXPD
+336.9%
-296.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.5% |
| 7D | -3.6% | +3.6% | -7.2% | -5.9% |
| 30D | -2.9% | +0.3% | -3.1% | -3.5% |
| 3M | -25.8% | +6.1% | -31.9% | -29.3% |
| 6M | -53.6% | +27.4% | -80.9% | -61.3% |
| YTD | -32.4% | +32.0% | -64.4% | -46.1% |
| 1Y | -13.0% | +40.5% | -53.6% | -33.9% |
| 3Y | -15.0% | +75.7% | -90.7% | -46.2% |
| 5Y | -63.5% | +61.7% | -125.2% | -76.0% |
| All | +40.6% | +336.9% | -296.4% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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