+222.2%
ALLE vs EXPD
+313.3%
-91.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -0.7% |
| 7D | 0.0% | -4.8% | +4.8% | +2.3% |
| 30D | +20.6% | -1.5% | +22.1% | +21.3% |
| 3M | +11.4% | +4.1% | +7.3% | +8.8% |
| 6M | +42.5% | +24.0% | +18.5% | +27.1% |
| YTD | +18.9% | +27.4% | -8.5% | +2.7% |
| 1Y | +14.2% | +38.4% | -24.2% | -5.7% |
| 3Y | +90.7% | +73.2% | +17.5% | +35.6% |
| 5Y | +52.5% | +59.9% | -7.4% | +11.3% |
| All | +222.2% | +313.3% | -91.1% | +45.7% |
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