+115.5%
EXPE vs ALLY
+189.4%
-73.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -3.9% |
| 7D | -9.3% | +0.9% | -10.3% | -9.5% |
| 30D | +0.1% | +3.1% | -2.9% | -1.2% |
| 3M | -15.3% | -12.6% | -2.8% | -8.5% |
| 6M | +5.5% | -12.4% | +17.9% | +13.6% |
| YTD | -8.0% | -13.2% | +5.2% | -0.7% |
| 1Y | +18.9% | +1.8% | +17.1% | +17.7% |
| 3Y | +135.5% | +58.0% | +77.6% | +74.2% |
| 5Y | +44.3% | -8.4% | +52.7% | +39.3% |
| All | +115.5% | +189.4% | -73.8% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling