+123.4%
EXPE vs ALC
+1.2%
+122.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -4.2% | -6.2% | +2.0% | -1.5% |
| 30D | -4.5% | +14.0% | -18.5% | -8.9% |
| 3M | -19.7% | -2.4% | -17.3% | -18.7% |
| 6M | +18.3% | +12.6% | +5.7% | +13.5% |
| YTD | -7.3% | -8.4% | +1.1% | -4.8% |
| 1Y | -3.9% | -9.1% | +5.2% | -1.0% |
| All | +123.4% | +1.2% | +122.2% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling