+53.6%
AA vs EXPD
+334.2%
-280.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +4.0% |
| 7D | +4.8% | -5.5% | +10.3% | +8.7% |
| 30D | -0.6% | -1.9% | +1.2% | +0.4% |
| 3M | -16.3% | +6.1% | -22.4% | -20.2% |
| 6M | -33.4% | +21.6% | -55.0% | -42.6% |
| YTD | -20.7% | +27.9% | -48.6% | -35.7% |
| 1Y | +12.9% | +39.4% | -26.5% | -14.2% |
| 3Y | +75.7% | +72.7% | +3.0% | +9.7% |
| 5Y | -6.8% | +60.3% | -67.1% | -39.8% |
| 10Y | +53.6% | +332.6% | -278.9% | -49.2% |
| All | +53.6% | +334.2% | -280.5% | -49.2% |
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