+354.0%
AEM vs EXPD
+322.8%
+31.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.5% |
| 7D | +15.8% | -7.2% | +23.0% | +16.6% |
| 30D | +6.2% | -3.3% | +9.5% | +6.4% |
| 3M | +14.3% | +3.4% | +10.9% | +13.7% |
| 6M | +1.4% | +22.7% | -21.3% | -1.1% |
| YTD | +13.7% | +24.5% | -10.8% | +10.5% |
| 1Y | +21.3% | +38.6% | -17.3% | +16.5% |
| 3Y | +309.9% | +71.5% | +238.4% | +279.6% |
| 5Y | +301.0% | +56.2% | +244.7% | +270.3% |
| All | +354.0% | +322.8% | +31.3% | +359.9% |
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