-35.0%
AUR vs EXPD
+69.5%
-104.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -1.0% |
| 7D | +11.1% | +1.2% | +10.0% | +10.2% |
| 30D | -6.9% | +5.2% | -12.1% | -10.0% |
| 3M | +5.5% | +13.2% | -7.7% | -3.2% |
| 6M | +41.0% | +30.3% | +10.7% | +15.7% |
| YTD | +69.3% | +27.0% | +42.2% | +39.2% |
| 1Y | +14.0% | +57.3% | -43.3% | -22.7% |
| 3Y | +90.1% | +70.0% | +20.1% | +20.1% |
| 5Y | -34.4% | +61.6% | -96.0% | -60.0% |
| All | -35.0% | +69.5% | -104.5% | -60.4% |
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