-3.6%
EXPE vs ABCL
+213.9%
-217.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -11.2% | +2.3% | -13.5% | -11.2% |
| 30D | -7.5% | -0.7% | -6.8% | -7.4% |
| 3M | -19.1% | +33.4% | -52.5% | -20.6% |
| 6M | +10.7% | +137.8% | -127.0% | +4.1% |
| YTD | -9.9% | +264.3% | -274.2% | -21.9% |
| All | -3.6% | +213.9% | -217.5% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling