+302.1%
AEM vs EXPD
+76.1%
+226.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.6% | -4.1% |
| 7D | -5.6% | +3.6% | -9.2% | -5.6% |
| 30D | -3.9% | +0.3% | -4.2% | -4.0% |
| 3M | -3.4% | +6.1% | -9.5% | -3.6% |
| 6M | -9.0% | +27.4% | -36.4% | -9.5% |
| YTD | +5.9% | +32.0% | -26.1% | +5.5% |
| 1Y | +4.0% | +40.5% | -36.6% | +3.7% |
| All | +302.1% | +76.1% | +226.0% | +272.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling