+717.6%
AU vs EXPD
+316.4%
+401.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.5% |
| 7D | +0.6% | +1.2% | -0.5% | +0.5% |
| 30D | +12.3% | +5.2% | +7.1% | +11.7% |
| 3M | +29.4% | +13.2% | +16.1% | +27.7% |
| 6M | +3.2% | +30.3% | -27.1% | +0.4% |
| YTD | +31.8% | +27.0% | +4.8% | +28.4% |
| 1Y | +83.4% | +57.3% | +26.1% | +74.9% |
| 3Y | +623.1% | +70.0% | +553.1% | +578.4% |
| 5Y | +700.5% | +61.6% | +638.9% | +643.9% |
| 10Y | +717.6% | +321.1% | +396.5% | +732.1% |
| All | +717.6% | +316.4% | +401.2% | +732.1% |
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