+249.0%
AEM vs EXPD
+60.9%
+188.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -6.8% | +5.5% | -12.4% | -7.3% |
| 30D | +0.8% | -0.8% | +1.6% | +0.8% |
| 3M | -0.8% | +4.1% | -5.0% | -1.4% |
| 6M | -8.5% | +25.7% | -34.2% | -11.0% |
| YTD | +5.9% | +31.4% | -25.5% | +2.3% |
| 1Y | +6.6% | +42.2% | -35.6% | +2.1% |
| 3Y | +302.2% | +77.2% | +225.0% | +268.6% |
| All | +249.0% | +60.9% | +188.1% | +209.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling