+39.2%
AEM vs EXPD
+57.8%
-18.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -0.5% | -1.1% | +0.6% | -0.5% |
| 30D | +24.0% | +4.1% | +19.9% | +23.9% |
| 3M | +16.1% | +17.9% | -1.8% | +15.6% |
| 6M | -11.6% | +29.2% | -40.8% | -12.2% |
| YTD | +21.5% | +27.4% | -5.8% | +21.7% |
| 1Y | +39.2% | +56.8% | -17.7% | +47.4% |
| All | +39.2% | +57.8% | -18.7% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling