+36.1%
EXPD vs ACM
-45.8%
+81.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -7.4% | +6.6% | -14.0% | -8.7% |
| 30D | -2.1% | +19.8% | -21.9% | -6.0% |
| 3M | +5.7% | -3.1% | +8.8% | +6.4% |
| 6M | +21.4% | -11.5% | +32.9% | +25.5% |
| YTD | +27.6% | -24.7% | +52.3% | +43.7% |
| 1Y | +36.1% | -45.1% | +81.2% | +57.3% |
| All | +36.1% | -45.8% | +81.9% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling