+38.7%
EXPE vs ALLY
+9.5%
+29.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | -9.5% | +3.7% | -13.2% | -11.6% |
| 30D | -6.6% | -2.3% | -4.4% | -5.3% |
| 3M | +31.4% | +3.8% | +27.6% | +28.2% |
| 6M | +35.2% | +9.7% | +25.5% | +26.2% |
| YTD | +5.8% | -1.4% | +7.2% | +6.5% |
| 1Y | +38.7% | +8.2% | +30.4% | +27.6% |
| All | +38.7% | +9.5% | +29.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling