+130.4%
EXPE vs ALLY
+172.1%
-41.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -4.2% | -2.1% | -2.1% | -3.0% |
| 30D | -4.5% | +2.0% | -6.5% | -5.3% |
| 3M | -19.7% | -13.3% | -6.4% | -12.8% |
| 6M | +18.3% | -9.9% | +28.1% | +25.5% |
| YTD | -7.3% | -13.5% | +6.2% | +0.3% |
| 1Y | -3.9% | -2.8% | -1.1% | -2.5% |
| 3Y | +123.0% | +63.4% | +59.6% | +61.4% |
| 5Y | +47.9% | -10.9% | +58.8% | +45.1% |
| All | +130.4% | +172.1% | -41.7% | +20.1% |
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