+118.5%
EXPE vs ALLE
+233.6%
-115.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.9% |
| 7D | -13.3% | -0.6% | -12.7% | -12.6% |
| 30D | -5.5% | +26.6% | -32.1% | -19.0% |
| 3M | -16.5% | +13.2% | -29.6% | -23.0% |
| 6M | +13.1% | +42.9% | -29.8% | -11.3% |
| YTD | -8.0% | +21.0% | -29.0% | -20.3% |
| 1Y | +1.1% | +15.2% | -14.1% | -9.3% |
| 3Y | +131.2% | +95.6% | +35.6% | +40.7% |
| 5Y | +39.8% | +53.4% | -13.7% | -1.2% |
| 10Y | +118.5% | +221.5% | -103.0% | +15.5% |
| All | +118.5% | +233.6% | -115.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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