+291.9%
AA vs EXPD
+30,859.1%
-30,567.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | +5.0% | +4.1% | +0.9% | +3.3% |
| 3M | -35.8% | +17.9% | -53.7% | -39.7% |
| 6M | -18.4% | +29.2% | -47.6% | -26.3% |
| YTD | -5.5% | +27.4% | -32.8% | -14.6% |
| 1Y | +61.0% | +56.8% | +4.1% | +34.0% |
| 3Y | +66.2% | +68.0% | -1.8% | +35.2% |
| 5Y | +11.4% | +61.9% | -50.5% | -8.6% |
| 10Y | +116.9% | +316.0% | -199.1% | +32.7% |
| All | +291.9% | +30,859.1% | -30,567.2% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling