+355.8%
ALLE vs EXPD
+438.5%
-82.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +3.3% |
| 7D | +6.7% | +0.3% | +6.4% | +6.4% |
| 30D | +25.4% | +1.8% | +23.6% | +24.2% |
| 3M | +16.9% | +8.9% | +8.0% | +11.9% |
| 6M | +46.6% | +42.2% | +4.3% | +22.3% |
| YTD | +22.4% | +33.4% | -10.9% | +4.0% |
| 1Y | +17.7% | +47.2% | -29.4% | -5.1% |
| 3Y | +96.3% | +81.3% | +15.1% | +38.4% |
| 5Y | +57.4% | +60.2% | -2.8% | +16.3% |
| 10Y | +241.0% | +339.5% | -98.5% | +50.7% |
| All | +355.8% | +438.5% | -82.7% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling