+120.8%
EXPE vs ALM
+909.2%
-788.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -1.5% |
| 7D | -0.5% | +1.2% | -1.7% | -0.6% |
| 30D | -6.1% | -19.3% | +13.2% | -5.4% |
| 3M | -21.3% | -40.6% | +19.3% | -20.1% |
| 6M | +19.0% | -57.9% | +76.9% | +22.3% |
| YTD | -8.4% | -6.7% | -1.7% | -12.1% |
| 1Y | -2.8% | +20.2% | -23.0% | -9.0% |
| 3Y | +120.8% | +879.4% | -758.7% | +72.3% |
| All | +120.8% | +909.2% | -788.5% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling