+146.9%
EXPE vs ALC
+24.0%
+122.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.4% |
| 7D | -9.5% | -2.1% | -7.4% | -8.4% |
| 30D | -6.6% | -0.1% | -6.5% | -6.6% |
| 3M | +31.4% | +5.9% | +25.5% | +26.8% |
| 6M | +35.2% | -15.9% | +51.1% | +48.3% |
| YTD | +5.8% | -10.1% | +15.9% | +11.2% |
| 1Y | +38.7% | -10.2% | +48.9% | +45.5% |
| 3Y | +175.8% | -13.6% | +189.3% | +183.8% |
| 5Y | +111.8% | -15.1% | +127.0% | +115.5% |
| All | +146.9% | +24.0% | +122.9% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling