+118.5%
EXPE vs ALM
+2,221.4%
-2,103.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | -0.4% |
| 7D | -13.3% | +0.7% | -14.1% | -13.3% |
| 30D | -5.5% | -26.1% | +20.6% | -4.3% |
| 3M | -16.5% | -38.1% | +21.7% | -15.0% |
| 6M | +13.1% | -55.4% | +68.5% | +16.2% |
| YTD | -8.0% | -0.4% | -7.6% | -10.5% |
| 1Y | +1.1% | +25.4% | -24.3% | -3.2% |
| 3Y | +131.2% | +907.8% | -776.6% | +92.6% |
| 5Y | +39.8% | +440.2% | -400.4% | +18.0% |
| 10Y | +118.5% | +2,031.1% | -1,912.7% | +74.8% |
| All | +118.5% | +2,221.4% | -2,103.0% | +74.8% |
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