-56.5%
AUR vs EXPD
+76.1%
-132.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.8% |
| 7D | +7.9% | +3.6% | +4.3% | +5.3% |
| 30D | -18.5% | +0.3% | -18.8% | -18.8% |
| 3M | -36.7% | +6.1% | -42.8% | -39.2% |
| 6M | -39.8% | +27.4% | -67.1% | -49.2% |
| YTD | +13.3% | +32.0% | -18.7% | -9.5% |
| 1Y | +2.8% | +40.5% | -37.7% | -22.0% |
| 3Y | +139.7% | +75.7% | +64.0% | +47.6% |
| 5Y | -56.5% | +61.7% | -118.2% | -74.2% |
| All | -56.5% | +76.1% | -132.6% | -74.2% |
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 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