+71.5%
EXPD vs ALC
+2.3%
+69.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -7.2% | +4.9% | -12.0% | -8.2% |
| 30D | -3.3% | +19.0% | -22.2% | -7.2% |
| 3M | +3.4% | +7.8% | -4.4% | +1.3% |
| 6M | +22.7% | +14.6% | +8.1% | +18.1% |
| YTD | +24.5% | -4.4% | +29.0% | +25.0% |
| 1Y | +38.6% | +1.4% | +37.3% | +36.8% |
| 3Y | +71.5% | +2.5% | +69.0% | +71.1% |
| All | +71.5% | +2.3% | +69.2% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling