+66.3%
AA vs EXPD
+304.0%
-237.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +4.4% |
| 7D | +0.9% | -7.2% | +8.1% | +5.8% |
| 30D | -6.7% | -3.3% | -3.4% | -4.8% |
| 3M | -16.3% | +3.4% | -19.7% | -18.9% |
| 6M | -37.1% | +22.7% | -59.8% | -46.2% |
| YTD | -25.0% | +24.5% | -49.5% | -38.1% |
| 1Y | +8.6% | +38.6% | -30.1% | -17.2% |
| 3Y | +57.2% | +71.5% | -14.3% | -1.2% |
| 5Y | -13.0% | +56.2% | -69.3% | -42.6% |
| All | +66.3% | +304.0% | -237.7% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling