+322.3%
EXPD vs ACM
+132.1%
+190.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -7.4% | +6.6% | -14.0% | -9.4% |
| 30D | -2.1% | +19.8% | -21.9% | -7.8% |
| 3M | +5.7% | -3.1% | +8.8% | +6.0% |
| 6M | +21.4% | -11.5% | +32.9% | +24.8% |
| YTD | +27.6% | -24.7% | +52.3% | +38.6% |
| 1Y | +36.1% | -45.1% | +81.2% | +63.9% |
| 3Y | +69.9% | -8.9% | +78.8% | +69.6% |
| 5Y | +59.7% | +5.4% | +54.3% | +50.6% |
| All | +322.3% | +132.1% | +190.2% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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