+381.3%
EXPE vs ALLE
+331.3%
+49.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 3M | -14.6% | +11.4% | -26.0% | -20.5% |
| 6M | +10.0% | +42.5% | -32.6% | -13.3% |
| YTD | -3.3% | +18.9% | -22.2% | -15.0% |
| 1Y | +28.4% | +14.2% | +14.2% | +16.1% |
| 3Y | +145.1% | +90.7% | +54.4% | +53.3% |
| 5Y | +51.6% | +52.5% | -0.8% | +8.5% |
| 10Y | +128.8% | +231.2% | -102.4% | +1.8% |
| All | +381.3% | +331.3% | +49.9% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling