+24.0%
EXPD vs ALM
-60.3%
+84.4%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.6% | +5.1% | -4.1% |
| 7D | -4.8% | -14.5% | +9.7% | -4.4% |
| 30D | -1.5% | -39.0% | +37.5% | -0.3% |
| 3M | +4.1% | -40.3% | +44.4% | +5.1% |
| 6M | +24.0% | -60.3% | +84.3% | +24.3% |
| All | +24.0% | -60.3% | +84.4% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling