+15.4%
AUR vs EXPD
+60.5%
-45.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +1.5% |
| 7D | +1.4% | +2.0% | -0.6% | +1.3% |
| 30D | -6.4% | +4.4% | -10.8% | -6.5% |
| 3M | +7.7% | +15.7% | -8.0% | +7.2% |
| 6M | +44.5% | +37.5% | +7.0% | +42.8% |
| YTD | +67.4% | +29.9% | +37.5% | +68.7% |
| 1Y | +15.4% | +57.8% | -42.3% | +23.9% |
| All | +15.4% | +60.5% | -45.0% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling