-17.4%
AA vs EXPD
+60.9%
-78.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.5% |
| 7D | +0.5% | +5.5% | -5.0% | -2.3% |
| 30D | -0.6% | -0.8% | +0.2% | -0.3% |
| 3M | -19.7% | +4.1% | -23.8% | -21.7% |
| 6M | -41.6% | +25.7% | -67.3% | -49.1% |
| YTD | -24.6% | +31.4% | -56.0% | -37.3% |
| 1Y | +4.9% | +42.2% | -37.3% | -17.1% |
| 3Y | +66.8% | +77.2% | -10.4% | +10.8% |
| All | -17.4% | +60.9% | -78.2% | -49.1% |
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