+378.9%
EXPE vs ALLY
+124.8%
+254.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | -9.5% | +3.7% | -13.2% | -11.3% |
| 30D | -6.6% | -2.3% | -4.4% | -5.6% |
| 3M | +31.4% | +3.8% | +27.6% | +28.7% |
| 6M | +35.2% | +9.7% | +25.5% | +28.0% |
| YTD | +5.8% | -1.4% | +7.2% | +6.0% |
| 1Y | +38.7% | +8.2% | +30.4% | +32.1% |
| 3Y | +175.8% | +66.5% | +109.3% | +101.2% |
| 5Y | +111.8% | +1.2% | +110.6% | +92.6% |
| 10Y | +179.7% | +191.4% | -11.7% | +40.9% |
| All | +378.9% | +124.8% | +254.0% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling