+112.6%
EXPE vs ABCL
-81.2%
+193.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.5% | -3.3% | +2.8% | -0.3% |
| 30D | -6.1% | -7.1% | +1.0% | -5.9% |
| 3M | -21.3% | +4.7% | -26.1% | -22.1% |
| 6M | +19.0% | +140.9% | -121.9% | +9.8% |
| YTD | -8.4% | +236.0% | -244.4% | -18.4% |
| 1Y | -2.8% | +217.4% | -220.2% | -13.0% |
| 3Y | +120.8% | +188.7% | -67.9% | +89.3% |
| 5Y | +46.2% | -23.5% | +69.7% | +33.2% |
| All | +112.6% | -81.2% | +193.8% | +91.8% |
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