+71.5%
EXPD vs AEE
+57.7%
+13.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -7.2% | +2.1% | -9.3% | -7.3% |
| 30D | -3.3% | +11.4% | -14.6% | -4.3% |
| 3M | +3.4% | +5.0% | -1.6% | +2.9% |
| 6M | +22.7% | +4.4% | +18.3% | +22.1% |
| YTD | +24.5% | +15.4% | +9.1% | +21.6% |
| 1Y | +38.6% | +13.8% | +24.9% | +35.8% |
| 3Y | +71.5% | +58.0% | +13.5% | +59.2% |
| All | +71.5% | +57.7% | +13.8% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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