+38.6%
EXPE vs ALLE
+53.5%
-14.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.7% |
| 7D | -11.2% | +0.1% | -11.3% | -10.9% |
| 30D | -7.5% | +25.9% | -33.4% | -19.8% |
| 3M | -19.1% | +14.9% | -33.9% | -25.8% |
| 6M | +10.7% | +42.1% | -31.4% | -11.8% |
| YTD | -9.9% | +20.4% | -30.3% | -21.0% |
| 1Y | -4.6% | +14.9% | -19.5% | -13.5% |
| 3Y | +116.8% | +90.1% | +26.7% | +34.4% |
| 5Y | +38.6% | +53.0% | -14.4% | -6.8% |
| All | +38.6% | +53.5% | -14.9% | -6.8% |
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