+27.3%
EXPE vs ALM
+347.8%
-320.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +8.8% | -16.7% | -7.9% |
| 7D | -9.8% | +8.4% | -18.2% | -9.8% |
| 30D | -11.5% | +34.8% | -46.3% | -11.8% |
| 3M | +21.7% | +16.2% | +5.5% | +21.5% |
| 6M | +10.4% | +2.1% | +8.2% | +9.8% |
| YTD | -2.5% | +117.0% | -119.6% | -8.4% |
| 1Y | +27.3% | +313.9% | -286.5% | +7.0% |
| All | +27.3% | +347.8% | -320.4% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling