+127.7%
EXPE vs ALLE
+211.7%
-84.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.8% |
| 7D | -0.5% | +3.6% | -4.0% | -2.8% |
| 30D | -6.1% | +25.9% | -32.0% | -19.2% |
| 3M | -21.3% | +15.8% | -37.1% | -28.5% |
| 6M | +19.0% | +48.1% | -29.1% | -8.9% |
| YTD | -8.4% | +22.0% | -30.4% | -21.1% |
| 1Y | -2.8% | +18.0% | -20.8% | -14.2% |
| 3Y | +120.8% | +93.1% | +27.7% | +35.4% |
| 5Y | +46.2% | +52.1% | -5.9% | +3.9% |
| All | +127.7% | +211.7% | -84.0% | +21.2% |
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