+2,162.5%
AEIS vs EXPD
+15,027.7%
-12,865.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -6.9% | -7.4% | +0.5% | -2.6% |
| 30D | -23.2% | -2.1% | -21.1% | -21.9% |
| 3M | -29.5% | +5.7% | -35.2% | -31.3% |
| 6M | -37.9% | +21.4% | -59.3% | -43.8% |
| YTD | +6.0% | +27.6% | -21.6% | -9.0% |
| 1Y | +1.2% | +36.1% | -34.9% | -16.0% |
| 3Y | +150.0% | +69.9% | +80.1% | +80.8% |
| 5Y | +141.9% | +59.7% | +82.2% | +80.1% |
| 10Y | +356.2% | +323.0% | +33.1% | +105.0% |
| All | +2,162.5% | +15,027.7% | -12,865.2% | +199.3% |
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 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