+62.8%
EXPD vs ACM
+5.0%
+57.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.1% | -3.7% | +2.6% | +0.2% |
| 30D | +4.1% | -11.1% | +15.2% | +8.0% |
| 3M | +17.9% | -8.0% | +25.9% | +20.4% |
| 6M | +29.2% | -29.7% | +58.9% | +46.0% |
| YTD | +27.4% | -29.4% | +56.7% | +44.0% |
| 1Y | +56.8% | -46.4% | +103.3% | +96.0% |
| 3Y | +68.0% | -22.3% | +90.4% | +75.6% |
| All | +62.8% | +5.0% | +57.8% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling