+219.2%
ALLE vs EXPD
+304.0%
-84.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | +0.2% |
| 7D | -0.6% | -7.2% | +6.6% | +3.0% |
| 30D | +25.3% | -3.3% | +28.6% | +27.2% |
| 3M | +10.3% | +3.4% | +6.9% | +8.1% |
| 6M | +38.0% | +22.7% | +15.4% | +23.7% |
| YTD | +17.8% | +24.5% | -6.8% | +2.9% |
| 1Y | +13.6% | +38.6% | -25.0% | -6.4% |
| 3Y | +89.2% | +71.5% | +17.7% | +35.0% |
| 5Y | +51.1% | +56.2% | -5.2% | +11.5% |
| All | +219.2% | +304.0% | -84.8% | +45.9% |
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