+62.8%
EXPD vs ALLY
+1.6%
+61.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.1% | +3.7% | -4.8% | -2.1% |
| 30D | +4.1% | -2.3% | +6.3% | +4.6% |
| 3M | +17.9% | +3.8% | +14.1% | +16.6% |
| 6M | +29.2% | +9.7% | +19.5% | +25.5% |
| YTD | +27.4% | -1.4% | +28.8% | +27.0% |
| 1Y | +56.8% | +8.2% | +48.6% | +52.4% |
| 3Y | +68.0% | +66.5% | +1.6% | +42.8% |
| All | +62.8% | +1.6% | +61.2% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling