+173.3%
EXPD vs ALC
+27.5%
+145.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.0% | +3.5% |
| 7D | -1.6% | -6.3% | +4.7% | +0.5% |
| 30D | +0.6% | +12.6% | -12.0% | -3.6% |
| 3M | +9.8% | -3.8% | +13.6% | +10.7% |
| 6M | +25.8% | +16.8% | +8.9% | +18.3% |
| YTD | +31.3% | -7.6% | +38.9% | +32.9% |
| 1Y | +40.9% | -5.9% | +46.8% | +41.7% |
| 3Y | +74.7% | +0.6% | +74.1% | +67.6% |
| 5Y | +62.9% | -9.5% | +72.3% | +60.1% |
| All | +173.3% | +27.5% | +145.9% | +118.6% |
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