+306.8%
AEIS vs EXPD
+304.0%
+2.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.3% | +8.4% | +7.6% |
| 7D | -11.3% | -7.2% | -4.1% | -6.4% |
| 30D | -32.6% | -3.3% | -29.3% | -30.8% |
| 3M | -39.2% | +3.4% | -42.5% | -40.3% |
| 6M | -45.4% | +22.7% | -68.1% | -52.0% |
| YTD | -5.8% | +24.5% | -30.3% | -20.9% |
| 1Y | -10.0% | +38.6% | -48.6% | -30.1% |
| 3Y | +121.2% | +71.5% | +49.7% | +42.0% |
| 5Y | +110.6% | +56.2% | +54.4% | +42.4% |
| All | +306.8% | +304.0% | +2.8% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling