+159.3%
EXPD vs ALC
+31.8%
+127.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.6% |
| 7D | -7.2% | +4.9% | -12.0% | -8.7% |
| 30D | -3.3% | +19.0% | -22.2% | -8.9% |
| 3M | +3.4% | +7.8% | -4.4% | +0.4% |
| 6M | +22.7% | +14.6% | +8.1% | +16.3% |
| YTD | +24.5% | -4.4% | +29.0% | +24.8% |
| 1Y | +38.6% | +1.4% | +37.3% | +35.9% |
| 3Y | +71.5% | +2.5% | +69.0% | +63.7% |
| 5Y | +56.2% | -10.9% | +67.1% | +54.8% |
| All | +159.3% | +31.8% | +127.5% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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