+301.7%
EXPD vs ACM
+155.0%
+146.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -7.2% | +5.4% | -12.5% | -8.7% |
| 30D | -3.3% | +15.1% | -18.4% | -7.6% |
| 3M | +3.4% | -10.5% | +13.9% | +6.4% |
| 6M | +22.7% | -19.7% | +42.4% | +30.1% |
| YTD | +24.5% | -28.8% | +53.4% | +37.5% |
| 1Y | +38.6% | -47.9% | +86.5% | +69.1% |
| 3Y | +71.5% | -12.4% | +83.9% | +73.5% |
| 5Y | +56.2% | +0.6% | +55.7% | +50.0% |
| All | +301.7% | +155.0% | +146.7% | +194.7% |
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