+38.6%
EXPE vs ABCL
-8.0%
+46.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -11.2% | +2.3% | -13.5% | -11.3% |
| 30D | -7.5% | -0.7% | -6.8% | -7.7% |
| 3M | -19.1% | +33.4% | -52.5% | -22.1% |
| 6M | +10.7% | +137.8% | -127.0% | -1.3% |
| YTD | -9.9% | +264.3% | -274.2% | -24.5% |
| 1Y | -4.6% | +209.2% | -213.8% | -18.7% |
| 3Y | +116.8% | +208.4% | -91.6% | +70.5% |
| 5Y | +38.6% | -11.9% | +50.5% | +32.9% |
| All | +38.6% | -8.0% | +46.5% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling