+127.7%
EXPE vs ALK
-45.9%
+173.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.4% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | -6.1% | +7.7% | -13.8% | -9.7% |
| 3M | -21.3% | -19.0% | -2.3% | -12.4% |
| 6M | +19.0% | -0.2% | +19.2% | +16.1% |
| YTD | -8.4% | -23.5% | +15.1% | -1.1% |
| 1Y | -2.8% | -9.1% | +6.3% | -5.1% |
| 3Y | +120.8% | +12.0% | +108.7% | +72.7% |
| 5Y | +46.2% | -30.9% | +77.0% | +53.3% |
| All | +127.7% | -45.9% | +173.6% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling