+202.1%
AA vs EXPD
+30,870.6%
-30,668.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.9% | -3.7% |
| 7D | -3.7% | -4.8% | +1.1% | -2.0% |
| 30D | -10.8% | -1.5% | -9.2% | -10.3% |
| 3M | -19.1% | +4.1% | -23.2% | -20.5% |
| 6M | -38.7% | +24.0% | -62.7% | -43.7% |
| YTD | -27.1% | +27.4% | -54.5% | -34.3% |
| 1Y | +8.3% | +38.4% | -30.0% | -5.2% |
| 3Y | +49.6% | +73.2% | -23.6% | +20.0% |
| 5Y | -15.5% | +59.9% | -75.3% | -30.3% |
| 10Y | +60.9% | +319.9% | -259.1% | -2.1% |
| All | +202.1% | +30,870.6% | -30,668.5% | +15.4% |
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