+153.1%
EXPE vs ALB
+78.9%
+74.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.6% | -10.5% | -8.6% |
| 7D | -9.8% | -4.4% | -5.4% | -8.7% |
| 30D | -11.5% | -1.2% | -10.3% | -11.5% |
| 3M | +21.7% | -13.3% | +35.0% | +25.3% |
| 6M | +10.4% | -19.8% | +30.1% | +14.0% |
| YTD | -2.5% | -7.9% | +5.4% | -5.2% |
| 1Y | +27.3% | +60.2% | -32.8% | +2.7% |
| 3Y | +153.5% | -26.4% | +180.0% | +139.2% |
| 5Y | +91.1% | -42.5% | +133.6% | +87.4% |
| 10Y | +153.1% | +83.0% | +70.1% | +45.6% |
| All | +153.1% | +78.9% | +74.2% | +45.6% |
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