+113.7%
EXPE vs ABCL
-80.5%
+194.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.7% | -11.6% | -5.3% |
| 7D | -9.3% | -3.2% | -6.2% | -9.2% |
| 30D | +0.1% | -7.4% | +7.6% | +0.4% |
| 3M | -15.3% | +81.9% | -97.2% | -19.6% |
| 6M | +5.5% | +135.7% | -130.2% | -2.6% |
| YTD | -8.0% | +247.4% | -255.3% | -18.1% |
| 1Y | +18.9% | +162.3% | -143.4% | +7.7% |
| 3Y | +135.5% | +165.5% | -29.9% | +103.7% |
| 5Y | +44.3% | -21.3% | +65.6% | +31.2% |
| All | +113.7% | -80.5% | +194.2% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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