+174.8%
EXPE vs ALM
+2,950.3%
-2,775.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -9.5% | -2.6% | -6.9% | -9.4% |
| 30D | -6.6% | +32.0% | -38.6% | -8.0% |
| 3M | +31.4% | -15.0% | +46.4% | +31.6% |
| 6M | +35.2% | -10.1% | +45.3% | +34.3% |
| YTD | +5.8% | +99.4% | -93.6% | +0.2% |
| 1Y | +38.7% | +316.4% | -277.7% | +25.6% |
| 3Y | +175.8% | +2,022.0% | -1,846.2% | +123.4% |
| 5Y | +111.8% | +941.2% | -829.3% | +75.4% |
| All | +174.8% | +2,950.3% | -2,775.6% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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