-24.4%
ACN vs EXPD
+62.8%
-87.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.7% | -3.0% |
| 7D | -4.0% | -1.6% | -2.4% | -3.5% |
| 30D | +19.0% | +0.6% | +18.4% | +18.3% |
| 3M | +42.2% | +9.8% | +32.4% | +36.3% |
| 6M | +50.1% | +25.8% | +24.4% | +35.9% |
| YTD | -2.7% | +31.3% | -34.0% | -14.1% |
| 1Y | +7.6% | +40.9% | -33.4% | -7.9% |
| 3Y | -15.9% | +74.7% | -90.6% | -36.6% |
| 5Y | -24.4% | +62.9% | -87.2% | -41.3% |
| All | -24.4% | +62.8% | -87.2% | -41.3% |
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