+51.6%
EXPE vs ALLE
+51.8%
-0.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.9% | -10.9% | -11.9% |
| 7D | -3.6% | 0.0% | -3.7% | -3.2% |
| 30D | +4.8% | +20.6% | -15.8% | -6.8% |
| 3M | -14.6% | +11.4% | -26.0% | -20.2% |
| 6M | +10.0% | +42.5% | -32.6% | -12.6% |
| YTD | -3.3% | +18.9% | -22.2% | -14.5% |
| 1Y | +28.4% | +14.2% | +14.2% | +16.9% |
| 3Y | +145.1% | +90.7% | +54.4% | +51.4% |
| 5Y | +51.6% | +52.5% | -0.8% | +2.0% |
| All | +51.6% | +51.8% | -0.2% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling