+69.5%
AME vs EXPD
+55.6%
+13.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.3% |
| 7D | -5.2% | -7.2% | +2.0% | -2.6% |
| 30D | -8.0% | -3.3% | -4.8% | -6.9% |
| 3M | -8.9% | +3.4% | -12.3% | -10.0% |
| 6M | -5.0% | +22.7% | -27.7% | -11.7% |
| YTD | +11.9% | +24.5% | -12.6% | +2.3% |
| 1Y | +16.6% | +38.6% | -22.0% | +2.2% |
| 3Y | +62.5% | +71.5% | -9.0% | +27.5% |
| All | +69.5% | +55.6% | +13.9% | +38.2% |
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