-62.1%
ALB vs EXPD
+55.6%
-117.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.2% |
| 7D | +9.1% | -7.2% | +16.2% | +13.5% |
| 30D | -3.4% | -3.3% | -0.1% | -1.9% |
| 3M | -20.6% | +3.4% | -24.0% | -23.0% |
| 6M | -48.2% | +22.7% | -70.9% | -55.3% |
| YTD | -29.2% | +24.5% | -53.8% | -40.8% |
| 1Y | +10.0% | +38.6% | -28.6% | -14.8% |
| 3Y | -12.9% | +71.5% | -84.4% | -43.9% |
| All | -62.1% | +55.6% | -117.7% | -76.4% |
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