+2,766.8%
AEIS vs EXPD
+14,996.5%
-12,229.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.9% |
| 7D | +3.0% | -1.1% | +4.1% | +3.6% |
| 30D | -14.6% | +4.1% | -18.7% | -16.4% |
| 3M | -12.4% | +17.9% | -30.3% | -19.6% |
| 6M | -15.0% | +29.2% | -44.2% | -26.7% |
| YTD | +34.3% | +27.4% | +6.9% | +15.2% |
| 1Y | +87.4% | +56.8% | +30.5% | +42.1% |
| 3Y | +139.8% | +68.0% | +71.7% | +74.1% |
| 5Y | +220.7% | +61.9% | +158.9% | +135.8% |
| 10Y | +531.6% | +316.0% | +215.6% | +185.5% |
| All | +2,766.8% | +14,996.5% | -12,229.7% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling