-8.8%
AA vs EXPD
+60.8%
-69.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +1.2% | -7.4% | +8.6% | +5.4% |
| 30D | -5.0% | -2.1% | -2.9% | -4.1% |
| 3M | -22.2% | +5.7% | -27.9% | -25.0% |
| 6M | -36.3% | +21.4% | -57.7% | -43.5% |
| YTD | -24.2% | +27.6% | -51.8% | -36.0% |
| 1Y | +3.9% | +36.1% | -32.2% | -15.9% |
| 3Y | +67.6% | +69.9% | -2.3% | +13.8% |
| 5Y | -8.8% | +59.7% | -68.5% | -43.7% |
| All | -8.8% | +60.8% | -69.6% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling