+39.5%
EXPE vs ALB
-61.7%
+101.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.1% |
| 7D | -9.3% | +9.1% | -18.4% | -11.2% |
| 30D | +0.1% | -3.4% | +3.6% | +0.7% |
| 3M | -15.3% | -20.6% | +5.3% | -11.3% |
| 6M | +5.5% | -48.2% | +53.6% | +21.4% |
| YTD | -8.0% | -29.2% | +21.3% | -5.3% |
| 1Y | +18.9% | +10.0% | +8.9% | +7.5% |
| 3Y | +135.5% | -12.9% | +148.4% | +102.2% |
| All | +39.5% | -61.7% | +101.2% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling