+16.0%
AA vs EXPD
+53.8%
-37.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.2% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -6.4% | +1.8% | -8.3% | -6.8% |
| 3M | -13.0% | +8.9% | -21.9% | -14.3% |
| 6M | -34.6% | +42.2% | -76.9% | -39.4% |
| YTD | -23.0% | +33.4% | -56.4% | -29.2% |
| 1Y | +16.0% | +47.2% | -31.2% | +3.7% |
| All | +16.0% | +53.8% | -37.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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