+408.6%
AEM vs EXPD
+336.9%
+71.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.6% | -4.1% |
| 7D | -5.6% | +3.6% | -9.2% | -6.0% |
| 30D | -3.9% | +0.3% | -4.2% | -4.0% |
| 3M | -3.4% | +6.1% | -9.5% | -4.2% |
| 6M | -9.0% | +27.4% | -36.4% | -11.6% |
| YTD | +5.9% | +32.0% | -26.1% | +2.2% |
| 1Y | +4.0% | +40.5% | -36.6% | -0.4% |
| 3Y | +298.8% | +75.7% | +223.1% | +268.2% |
| 5Y | +250.7% | +61.7% | +189.0% | +222.2% |
| All | +408.6% | +336.9% | +71.7% | +343.7% |
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