-63.4%
ALB vs EXPD
+60.9%
-124.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.1% |
| 7D | -5.8% | +5.5% | -11.3% | -8.8% |
| 30D | -4.5% | -0.8% | -3.7% | -4.5% |
| 3M | -28.1% | +4.1% | -32.2% | -30.4% |
| 6M | -53.2% | +25.7% | -78.9% | -60.1% |
| YTD | -33.3% | +31.4% | -64.7% | -46.0% |
| 1Y | -17.4% | +42.2% | -59.6% | -36.9% |
| 3Y | -14.1% | +77.2% | -91.3% | -45.6% |
| All | -63.4% | +60.9% | -124.2% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling