-42.5%
ACI vs EXPD
+62.8%
-105.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.2% | -1.8% |
| 7D | -5.3% | -1.6% | -3.7% | -5.1% |
| 30D | +5.0% | +0.6% | +4.4% | +4.9% |
| 3M | +7.5% | +9.8% | -2.3% | +6.1% |
| 6M | -16.0% | +25.8% | -41.8% | -18.5% |
| YTD | -20.6% | +31.3% | -51.9% | -23.7% |
| 1Y | -23.5% | +40.9% | -64.5% | -27.3% |
| 3Y | -32.1% | +74.7% | -106.9% | -38.5% |
| 5Y | -42.5% | +62.9% | -105.4% | -48.4% |
| All | -42.5% | +62.8% | -105.3% | -48.4% |
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 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