+39.5%
EXPE vs ALC
-11.2%
+50.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -3.7% |
| 7D | -9.3% | +4.9% | -14.2% | -11.4% |
| 30D | +0.1% | +19.0% | -18.8% | -8.5% |
| 3M | -15.3% | +7.8% | -23.1% | -18.4% |
| 6M | +5.5% | +14.6% | -9.1% | -1.9% |
| YTD | -8.0% | -4.4% | -3.5% | -6.5% |
| 1Y | +18.9% | +1.4% | +17.5% | +16.8% |
| 3Y | +135.5% | +2.5% | +133.0% | +116.9% |
| All | +39.5% | -11.2% | +50.7% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling