+42.2%
EXPD vs ALC
-6.0%
+48.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.8% |
| 7D | +5.5% | -1.1% | +6.6% | +5.7% |
| 30D | -0.8% | +16.0% | -16.9% | -3.0% |
| 3M | +4.1% | +0.8% | +3.3% | +4.0% |
| 6M | +25.7% | +16.8% | +8.8% | +22.0% |
| YTD | +31.4% | -5.5% | +36.9% | +31.2% |
| 1Y | +42.2% | -5.3% | +47.4% | +41.8% |
| All | +42.2% | -6.0% | +48.2% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling