+115.2%
AA vs EXPD
+314.6%
-199.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.7% |
| 7D | -0.7% | -1.1% | +0.4% | 0.0% |
| 30D | +5.0% | +4.1% | +0.9% | +1.9% |
| 3M | -35.8% | +17.9% | -53.7% | -43.1% |
| 6M | -18.4% | +29.2% | -47.6% | -32.9% |
| YTD | -5.5% | +27.4% | -32.8% | -22.7% |
| 1Y | +61.0% | +56.8% | +4.1% | +11.0% |
| 3Y | +66.2% | +68.0% | -1.8% | +7.0% |
| 5Y | +11.4% | +61.9% | -50.5% | -28.7% |
| All | +115.2% | +314.6% | -199.4% | -21.8% |
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