+443.9%
AME vs EXPD
+334.2%
+109.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.8% |
| 7D | -1.5% | -5.5% | +4.0% | +1.4% |
| 30D | -4.2% | -1.9% | -2.3% | -3.2% |
| 3M | -5.9% | +6.1% | -12.0% | -8.8% |
| 6M | +2.8% | +21.6% | -18.8% | -7.1% |
| YTD | +16.6% | +27.9% | -11.3% | +0.8% |
| 1Y | +22.1% | +39.4% | -17.3% | +0.7% |
| 3Y | +64.7% | +72.7% | -8.0% | +16.8% |
| 5Y | +76.6% | +60.3% | +16.3% | +27.4% |
| 10Y | +443.9% | +332.6% | +111.3% | +94.7% |
| All | +443.9% | +334.2% | +109.7% | +94.7% |
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