+118.5%
EXPE vs ALB
+38.2%
+80.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -13.3% | +9.5% | -22.8% | -15.5% |
| 30D | -5.5% | -2.1% | -3.4% | -5.2% |
| 3M | -16.5% | -24.1% | +7.7% | -10.7% |
| 6M | +13.1% | -51.0% | +64.1% | +35.3% |
| YTD | -8.0% | -29.3% | +21.3% | -4.4% |
| 1Y | +1.1% | +3.2% | -2.1% | -7.0% |
| 3Y | +131.2% | -9.3% | +140.5% | +97.1% |
| 5Y | +39.8% | -61.6% | +101.4% | +54.6% |
| 10Y | +118.5% | +40.8% | +77.7% | +33.0% |
| All | +118.5% | +38.2% | +80.2% | +33.0% |
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