-2.8%
EXPE vs ALB
-15.8%
+13.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | -0.5% | -5.8% | +5.3% | -0.6% |
| 30D | -6.1% | -4.5% | -1.6% | -6.2% |
| 3M | -21.3% | -28.1% | +6.8% | -21.8% |
| 6M | +19.0% | -53.2% | +72.2% | +18.0% |
| YTD | -8.4% | -33.3% | +24.9% | -14.0% |
| 1Y | -2.8% | -17.4% | +14.6% | -13.5% |
| All | -2.8% | -15.8% | +13.0% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling