+127.7%
EXPE vs ALLY
+174.3%
-46.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -6.1% | +5.2% | -11.3% | -8.4% |
| 3M | -21.3% | -13.3% | -8.0% | -14.6% |
| 6M | +19.0% | -6.7% | +25.7% | +23.8% |
| YTD | -8.4% | -12.8% | +4.4% | -1.4% |
| 1Y | -2.8% | +0.7% | -3.5% | -3.3% |
| 3Y | +120.8% | +65.2% | +55.5% | +58.8% |
| 5Y | +46.2% | -10.1% | +56.3% | +42.7% |
| All | +127.7% | +174.3% | -46.6% | +18.1% |
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