+55.4%
ACWI vs EXPD
+52.5%
+2.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.5% | +0.6% | -2.5% |
| 7D | -4.0% | -4.8% | +0.8% | -2.7% |
| 30D | -5.8% | -1.5% | -4.3% | -5.5% |
| 3M | -5.0% | +4.1% | -9.1% | -6.3% |
| 6M | +0.7% | +24.0% | -23.3% | -5.9% |
| YTD | +8.4% | +27.4% | -19.0% | -0.5% |
| 1Y | +10.1% | +38.4% | -28.3% | -1.9% |
| 3Y | +70.8% | +73.2% | -2.4% | +36.9% |
| 5Y | +55.4% | +59.9% | -4.5% | +22.4% |
| All | +55.4% | +52.5% | +2.9% | +22.4% |
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