-34.2%
AUR vs EXPD
+60.9%
-95.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.7% |
| 7D | +19.2% | -0.9% | +20.2% | +19.9% |
| 30D | -7.8% | +4.1% | -11.8% | -10.3% |
| 3M | +4.0% | +13.8% | -9.8% | -5.2% |
| 6M | +45.0% | +27.3% | +17.7% | +20.2% |
| YTD | +69.5% | +25.4% | +44.1% | +39.7% |
| 1Y | +13.0% | +54.4% | -41.4% | -23.3% |
| 3Y | +90.4% | +67.9% | +22.5% | +19.0% |
| 5Y | -34.2% | +59.2% | -93.3% | -59.8% |
| All | -34.2% | +60.9% | -95.1% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling