+125.4%
EXPE vs ALLY
+182.4%
-57.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.5% |
| 7D | -17.8% | -2.8% | -15.0% | -16.3% |
| 30D | -3.2% | +1.9% | -5.1% | -4.0% |
| 3M | -19.0% | -12.1% | -6.9% | -12.7% |
| 6M | +17.7% | -9.0% | +26.7% | +24.2% |
| YTD | -7.8% | -12.9% | +5.1% | -0.6% |
| 1Y | -1.4% | -0.1% | -1.3% | -1.4% |
| 3Y | +121.9% | +64.6% | +57.3% | +60.1% |
| 5Y | +44.3% | -10.1% | +54.3% | +40.8% |
| 10Y | +125.4% | +176.7% | -51.3% | +19.1% |
| All | +125.4% | +182.4% | -57.0% | +19.1% |
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