-36.7%
AUR vs EXPD
+70.4%
-107.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -3.0% |
| 7D | +0.2% | +1.2% | -1.0% | -0.7% |
| 30D | -8.9% | +6.8% | -15.8% | -12.9% |
| 3M | +4.6% | +14.9% | -10.3% | -5.0% |
| 6M | +44.9% | +34.6% | +10.2% | +16.0% |
| YTD | +64.8% | +27.7% | +37.1% | +35.0% |
| 1Y | +16.4% | +57.7% | -41.3% | -21.2% |
| 3Y | +85.1% | +70.9% | +14.2% | +16.5% |
| 5Y | -36.1% | +59.5% | -95.6% | -61.2% |
| All | -36.7% | +70.4% | -107.1% | -61.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling