+166.6%
AEIS vs EXPD
+75.1%
+91.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +3.2% |
| 7D | +9.5% | -1.6% | +11.0% | +10.4% |
| 30D | -17.5% | +0.6% | -18.1% | -17.3% |
| 3M | -29.3% | +9.8% | -39.1% | -31.5% |
| 6M | -34.7% | +25.8% | -60.5% | -39.7% |
| YTD | +10.7% | +31.3% | -20.5% | -1.2% |
| 1Y | +7.4% | +40.9% | -33.5% | -7.7% |
| All | +166.6% | +75.1% | +91.5% | +83.8% |
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