+115.9%
EXPE vs ALB
+34.3%
+81.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -0.9% |
| 7D | -11.2% | +5.3% | -16.5% | -12.5% |
| 30D | -7.5% | -6.3% | -1.2% | -6.1% |
| 3M | -19.1% | -27.4% | +8.3% | -12.4% |
| 6M | +10.7% | -53.1% | +63.8% | +34.0% |
| YTD | -9.9% | -32.3% | +22.4% | -5.3% |
| 1Y | -4.6% | -7.3% | +2.7% | -9.4% |
| 3Y | +116.8% | -14.9% | +131.7% | +88.4% |
| 5Y | +38.6% | -62.0% | +100.6% | +53.4% |
| 10Y | +115.9% | +33.0% | +82.8% | +34.1% |
| All | +115.9% | +34.3% | +81.5% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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