+57.2%
AA vs EXPD
+68.8%
-11.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.8% |
| 7D | +0.9% | -7.2% | +8.1% | +3.9% |
| 30D | -6.7% | -3.3% | -3.4% | -5.6% |
| 3M | -16.3% | +3.4% | -19.7% | -17.9% |
| 6M | -37.1% | +22.7% | -59.8% | -43.1% |
| YTD | -25.0% | +24.5% | -49.5% | -33.7% |
| 1Y | +8.6% | +38.6% | -30.1% | -9.7% |
| 3Y | +57.2% | +71.5% | -14.3% | +4.9% |
| All | +57.2% | +68.8% | -11.6% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling