+443.2%
EXPD vs ACM
+233.2%
+210.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.7% |
| 7D | -4.8% | +5.1% | -9.9% | -6.5% |
| 30D | -1.5% | +11.5% | -13.0% | -5.4% |
| 3M | +4.1% | -10.5% | +14.6% | +7.4% |
| 6M | +24.0% | -20.4% | +44.4% | +32.6% |
| YTD | +27.4% | -28.9% | +56.3% | +41.8% |
| 1Y | +38.4% | -48.7% | +87.1% | +72.9% |
| 3Y | +73.2% | -12.5% | +85.7% | +75.2% |
| 5Y | +59.9% | +0.5% | +59.3% | +52.1% |
| 10Y | +319.9% | +161.2% | +158.7% | +155.8% |
| All | +443.2% | +233.2% | +210.0% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling