+426.4%
EXPE vs ALLE
+260.9%
+165.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.3% |
| 7D | -9.5% | -0.2% | -9.3% | -9.4% |
| 30D | -6.6% | -6.8% | +0.2% | -2.3% |
| 3M | +31.4% | +21.0% | +10.3% | +15.2% |
| 6M | +35.2% | +1.1% | +34.1% | +32.5% |
| YTD | +5.8% | -0.5% | +6.3% | +4.3% |
| 1Y | +38.7% | -7.3% | +45.9% | +43.4% |
| 3Y | +175.8% | +42.3% | +133.5% | +109.5% |
| 5Y | +111.8% | +13.5% | +98.4% | +83.0% |
| 10Y | +179.7% | +144.0% | +35.7% | +50.9% |
| All | +426.4% | +260.9% | +165.6% | +130.3% |
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