+62.8%
EXPD vs ALC
-16.0%
+78.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.6% |
| 7D | -1.1% | -2.1% | +1.0% | -0.5% |
| 30D | +4.1% | -0.1% | +4.2% | +3.9% |
| 3M | +17.9% | +5.9% | +12.0% | +15.4% |
| 6M | +29.2% | -15.9% | +45.2% | +35.6% |
| YTD | +27.4% | -10.1% | +37.5% | +30.4% |
| 1Y | +56.8% | -10.2% | +67.1% | +60.4% |
| 3Y | +68.0% | -13.6% | +81.6% | +71.1% |
| All | +62.8% | -16.0% | +78.8% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling