+326.6%
EXPD vs ALLY
+174.3%
+152.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | +5.5% | +0.4% | +5.2% | +5.4% |
| 30D | -0.8% | +5.2% | -6.0% | -2.1% |
| 3M | +4.1% | -13.3% | +17.5% | +7.6% |
| 6M | +25.7% | -6.7% | +32.3% | +27.3% |
| YTD | +31.4% | -12.8% | +44.2% | +34.9% |
| 1Y | +42.2% | +0.7% | +41.5% | +40.8% |
| 3Y | +77.2% | +65.2% | +12.0% | +52.3% |
| 5Y | +61.0% | -10.1% | +71.1% | +55.1% |
| All | +326.6% | +174.3% | +152.4% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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