+323.0%
EXPD vs ALM
+2,040.7%
-1,717.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | -0.1% |
| 7D | -7.4% | -6.3% | -1.1% | -7.3% |
| 30D | -2.1% | -31.4% | +29.3% | -1.6% |
| 3M | +5.7% | -40.6% | +46.3% | +6.3% |
| 6M | +21.4% | -58.6% | +80.0% | +22.4% |
| YTD | +27.6% | -7.6% | +35.2% | +27.2% |
| 1Y | +36.1% | +13.8% | +22.3% | +35.3% |
| 3Y | +69.9% | +842.1% | -772.3% | +63.5% |
| 5Y | +59.7% | +407.4% | -347.7% | +54.1% |
| 10Y | +323.0% | +2,079.4% | -1,756.3% | +299.5% |
| All | +323.0% | +2,040.7% | -1,717.7% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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