-14.8%
AA vs EXPD
+55.6%
-70.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +4.1% |
| 7D | +0.9% | -7.2% | +8.1% | +4.8% |
| 30D | -6.7% | -3.3% | -3.4% | -5.2% |
| 3M | -16.3% | +3.4% | -19.7% | -18.4% |
| 6M | -37.1% | +22.7% | -59.8% | -44.6% |
| YTD | -25.0% | +24.5% | -49.5% | -35.9% |
| 1Y | +8.6% | +38.6% | -30.1% | -13.3% |
| 3Y | +57.2% | +71.5% | -14.3% | +5.5% |
| All | -14.8% | +55.6% | -70.4% | -47.2% |
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 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