+72.7%
EXPD vs ACM
-7.9%
+80.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +1.2% |
| 7D | -5.5% | +6.9% | -12.4% | -7.2% |
| 30D | -1.9% | +19.1% | -20.9% | -6.6% |
| 3M | +6.1% | -6.9% | +13.0% | +8.0% |
| 6M | +21.6% | -12.0% | +33.7% | +25.7% |
| YTD | +27.9% | -25.1% | +53.0% | +40.8% |
| 1Y | +39.4% | -45.4% | +84.8% | +69.6% |
| 3Y | +72.7% | -6.9% | +79.6% | +63.0% |
| All | +72.7% | -7.9% | +80.5% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling