+135.5%
EXPE vs ABCL
+156.0%
-20.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.7% | -11.6% | -5.1% |
| 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% | -18.5% |
| 6M | +5.5% | +135.7% | -130.2% | -0.5% |
| YTD | -8.0% | +247.4% | -255.3% | -15.8% |
| 1Y | +18.9% | +162.3% | -143.4% | +10.1% |
| 3Y | +135.5% | +165.5% | -29.9% | +101.7% |
| All | +135.5% | +156.0% | -20.5% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling