+40.9%
EXPD vs ALM
+14.6%
+26.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | -1.6% | -7.2% | +5.6% | -1.3% |
| 30D | +0.6% | -26.4% | +27.0% | +1.4% |
| 3M | +9.8% | -38.6% | +48.4% | +11.0% |
| 6M | +25.8% | -61.0% | +86.7% | +27.8% |
| YTD | +31.3% | -7.4% | +38.6% | +30.0% |
| 1Y | +40.9% | +14.0% | +27.0% | +40.2% |
| All | +40.9% | +14.6% | +26.3% | +40.2% |
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 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