+153.1%
EXPE vs ALLY
+178.4%
-25.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.3% | -4.6% | -6.0% |
| 7D | -9.8% | +1.0% | -10.8% | -10.2% |
| 30D | -11.5% | -3.3% | -8.2% | -9.8% |
| 3M | +21.7% | +0.5% | +21.3% | +21.4% |
| 6M | +10.4% | +12.6% | -2.2% | +3.0% |
| YTD | -2.5% | -4.7% | +2.1% | -0.4% |
| 1Y | +27.3% | +5.2% | +22.1% | +23.0% |
| 3Y | +153.5% | +66.5% | +87.0% | +81.3% |
| 5Y | +91.1% | +0.2% | +90.8% | +73.9% |
| 10Y | +153.1% | +180.8% | -27.7% | +36.2% |
| All | +153.1% | +178.4% | -25.3% | +36.2% |
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