-35.8%
ACI vs EXPD
+68.8%
-104.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.2% |
| 7D | -2.2% | -7.2% | +4.9% | -1.7% |
| 30D | +10.3% | -3.3% | +13.6% | +10.6% |
| 3M | +7.2% | +3.4% | +3.8% | +6.9% |
| 6M | -18.0% | +22.7% | -40.7% | -18.9% |
| YTD | -22.0% | +24.5% | -46.5% | -23.1% |
| 1Y | -23.4% | +38.6% | -62.0% | -24.9% |
| 3Y | -35.8% | +71.5% | -107.3% | -38.9% |
| All | -35.8% | +68.8% | -104.7% | -38.9% |
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