+62.5%
AME vs EXPD
+68.8%
-6.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.2% |
| 7D | -5.2% | -7.2% | +2.0% | -3.1% |
| 30D | -8.0% | -3.3% | -4.8% | -7.0% |
| 3M | -8.9% | +3.4% | -12.3% | -9.6% |
| 6M | -5.0% | +22.7% | -27.7% | -10.1% |
| YTD | +11.9% | +24.5% | -12.6% | +4.6% |
| 1Y | +16.6% | +38.6% | -22.0% | +5.3% |
| 3Y | +62.5% | +71.5% | -9.0% | +33.3% |
| All | +62.5% | +68.8% | -6.4% | +33.3% |
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