+75.5%
EXPD vs ALC
+4.5%
+71.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.2% |
| 7D | -4.8% | +7.6% | -12.4% | -6.4% |
| 30D | -1.5% | +21.1% | -22.7% | -5.9% |
| 3M | +4.1% | +8.5% | -4.4% | +1.9% |
| 6M | +24.0% | +2.8% | +21.2% | +22.7% |
| YTD | +27.4% | -2.4% | +29.8% | +27.3% |
| 1Y | +38.4% | +3.5% | +34.9% | +35.9% |
| All | +75.5% | +4.5% | +71.0% | +74.2% |
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 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