+38.6%
EXPD vs ALM
+31.8%
+6.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.3% |
| 7D | -7.2% | -6.7% | -0.5% | -6.9% |
| 30D | -3.3% | -32.9% | +29.6% | -2.1% |
| 3M | +3.4% | -39.5% | +42.9% | +4.6% |
| 6M | +22.7% | -62.0% | +84.7% | +25.1% |
| YTD | +24.5% | -7.8% | +32.4% | +22.5% |
| 1Y | +38.6% | +26.7% | +12.0% | +34.8% |
| All | +38.6% | +31.8% | +6.8% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling