+115.5%
EXPE vs ALLE
+222.4%
-106.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -3.9% | -4.2% |
| 7D | -9.3% | -0.6% | -8.8% | -8.6% |
| 30D | +0.1% | +25.3% | -25.2% | -13.5% |
| 3M | -15.3% | +10.3% | -25.6% | -20.6% |
| 6M | +5.5% | +38.0% | -32.6% | -15.2% |
| YTD | -8.0% | +17.8% | -25.7% | -18.7% |
| 1Y | +18.9% | +13.6% | +5.3% | +7.8% |
| 3Y | +135.5% | +89.2% | +46.3% | +46.7% |
| 5Y | +44.3% | +51.1% | -6.8% | +3.1% |
| All | +115.5% | +222.4% | -106.9% | +16.6% |
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