+374.2%
EXPE vs ALM
+3,507.4%
-3,133.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -4.9% |
| 7D | -9.3% | -6.7% | -2.7% | -9.3% |
| 30D | +0.1% | -32.9% | +33.0% | +0.3% |
| 3M | -15.3% | -39.5% | +24.2% | -15.2% |
| 6M | +5.5% | -62.0% | +67.5% | +5.7% |
| YTD | -8.0% | -7.8% | -0.1% | -8.1% |
| 1Y | +18.9% | +26.7% | -7.8% | +18.6% |
| 3Y | +135.5% | +825.4% | -689.8% | +133.1% |
| 5Y | +44.3% | +401.2% | -357.0% | +42.9% |
| 10Y | +117.7% | +2,074.0% | -1,956.3% | +115.2% |
| All | +374.2% | +3,507.4% | -3,133.2% | +364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling