-38.9%
ACI vs EXPD
+68.7%
-107.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +0.2% | -1.1% | +1.3% | +0.3% |
| 30D | +5.9% | +4.1% | +1.8% | +5.6% |
| 3M | -19.8% | +17.9% | -37.7% | -20.7% |
| 6M | -24.7% | +29.2% | -54.0% | -25.9% |
| YTD | -24.4% | +27.4% | -51.7% | -25.7% |
| 1Y | -31.5% | +56.8% | -88.3% | -33.9% |
| All | -38.9% | +68.7% | -107.6% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling