+158.0%
EXPE vs AA
+121.9%
+36.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.1% |
| 7D | -11.5% | -0.6% | -10.9% | -11.4% |
| 30D | -13.1% | -1.6% | -11.5% | -13.2% |
| 3M | +18.1% | -29.8% | +48.0% | +29.3% |
| 6M | +13.3% | -16.6% | +29.9% | +15.0% |
| YTD | -3.2% | -4.0% | +0.8% | -7.2% |
| 1Y | +26.1% | +63.5% | -37.4% | +0.1% |
| 3Y | +151.7% | +86.8% | +65.0% | +78.3% |
| 5Y | +88.3% | +12.4% | +76.0% | +45.0% |
| 10Y | +158.0% | +132.3% | +25.7% | +7.7% |
| All | +158.0% | +121.9% | +36.1% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling