+125.4%
EXPE vs ALK
-41.4%
+166.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +3.0% |
| 7D | -17.8% | +2.6% | -20.3% | -18.9% |
| 30D | -3.2% | +7.8% | -11.0% | -7.1% |
| 3M | -19.0% | -15.2% | -3.7% | -11.9% |
| 6M | +17.7% | +5.0% | +12.7% | +12.0% |
| YTD | -7.8% | -18.4% | +10.7% | -3.6% |
| 1Y | -1.4% | -2.4% | +1.0% | -7.2% |
| 3Y | +121.9% | +19.8% | +102.2% | +67.8% |
| 5Y | +44.3% | -27.8% | +72.0% | +48.0% |
| 10Y | +125.4% | -42.0% | +167.4% | +102.4% |
| All | +125.4% | -41.4% | +166.8% | +102.4% |
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