+104.9%
EXPE vs ALB
-44.4%
+149.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.8% | -0.7% |
| 7D | -9.5% | -8.1% | -1.5% | -7.8% |
| 30D | -6.6% | +6.3% | -12.9% | -8.2% |
| 3M | +31.4% | -23.6% | +55.0% | +38.8% |
| 6M | +35.2% | -24.6% | +59.8% | +41.0% |
| YTD | +5.8% | -10.3% | +16.1% | +3.6% |
| 1Y | +38.7% | +61.5% | -22.8% | +13.5% |
| 3Y | +175.8% | -34.0% | +209.8% | +174.6% |
| All | +104.9% | -44.4% | +149.3% | +109.2% |
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