+334.3%
EXPD vs ALM
+2,084.7%
-1,750.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.9% |
| 7D | -1.6% | -7.2% | +5.6% | -1.5% |
| 30D | +0.6% | -26.4% | +27.0% | +1.0% |
| 3M | +9.8% | -38.6% | +48.4% | +10.4% |
| 6M | +25.8% | -61.0% | +86.7% | +27.0% |
| YTD | +31.3% | -7.4% | +38.6% | +30.9% |
| 1Y | +40.9% | +14.0% | +27.0% | +40.1% |
| 3Y | +74.7% | +844.4% | -769.7% | +68.2% |
| 5Y | +62.9% | +410.8% | -347.9% | +57.1% |
| 10Y | +334.3% | +2,084.7% | -1,750.4% | +310.2% |
| All | +334.3% | +2,084.7% | -1,750.4% | +310.2% |
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