+78.5%
AME vs EXPD
+60.9%
+17.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +5.9% | +5.5% | +0.4% | +3.9% |
| 30D | -1.9% | -0.8% | -1.1% | -1.6% |
| 3M | -5.4% | +4.1% | -9.5% | -6.7% |
| 6M | +4.9% | +25.7% | -20.7% | -3.3% |
| YTD | +18.5% | +31.4% | -12.9% | +6.3% |
| 1Y | +25.5% | +42.2% | -16.7% | +9.1% |
| 3Y | +63.0% | +77.2% | -14.2% | +26.7% |
| All | +78.5% | +60.9% | +17.7% | +44.7% |
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 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