-12.9%
ALB vs EXPD
+68.8%
-81.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.0% |
| 7D | +9.1% | -7.2% | +16.2% | +12.8% |
| 30D | -3.4% | -3.3% | -0.1% | -2.2% |
| 3M | -20.6% | +3.4% | -24.0% | -22.7% |
| 6M | -48.2% | +22.7% | -70.9% | -54.5% |
| YTD | -29.2% | +24.5% | -53.8% | -39.6% |
| 1Y | +10.0% | +38.6% | -28.6% | -13.1% |
| 3Y | -12.9% | +71.5% | -84.4% | -46.5% |
| All | -12.9% | +68.8% | -81.7% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling