+40.8%
ALB vs EXPD
+334.2%
-293.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.9% |
| 7D | +9.5% | -5.5% | +14.9% | +13.0% |
| 30D | -2.1% | -1.9% | -0.2% | -1.4% |
| 3M | -24.1% | +6.1% | -30.2% | -27.8% |
| 6M | -51.0% | +21.6% | -72.6% | -57.9% |
| YTD | -29.3% | +27.9% | -57.2% | -42.5% |
| 1Y | +3.2% | +39.4% | -36.2% | -21.2% |
| 3Y | -9.3% | +72.7% | -82.0% | -41.9% |
| 5Y | -61.6% | +60.3% | -121.9% | -74.6% |
| 10Y | +40.8% | +332.6% | -291.8% | -47.3% |
| All | +40.8% | +334.2% | -293.4% | -47.3% |
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