+131.2%
EXPE vs ABCL
+196.9%
-65.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.3% |
| 7D | -13.3% | +12.4% | -25.7% | -13.7% |
| 30D | -5.5% | -0.4% | -5.1% | -5.6% |
| 3M | -16.5% | +80.4% | -96.8% | -19.5% |
| 6M | +13.1% | +138.5% | -125.5% | +6.8% |
| YTD | -8.0% | +265.5% | -273.5% | -16.0% |
| 1Y | +1.1% | +219.7% | -218.6% | -7.1% |
| 3Y | +131.2% | +209.4% | -78.3% | +94.7% |
| All | +131.2% | +196.9% | -65.8% | +94.7% |
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