+4,982.8%
EXPD vs AEE
+813.9%
+4,168.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.1% | +0.3% | -1.5% | -1.3% |
| 30D | +4.1% | -2.3% | +6.3% | +5.1% |
| 3M | +17.9% | +0.2% | +17.7% | +17.4% |
| 6M | +29.2% | -4.7% | +34.0% | +31.3% |
| YTD | +27.4% | +8.1% | +19.3% | +21.6% |
| 1Y | +56.8% | +8.5% | +48.3% | +49.3% |
| 3Y | +68.0% | +48.9% | +19.2% | +35.2% |
| 5Y | +61.9% | +39.9% | +21.9% | +32.8% |
| 10Y | +316.0% | +186.5% | +129.5% | +123.7% |
| All | +4,982.8% | +813.9% | +4,168.9% | +1,282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling