-4.6%
EXPE vs AA
+4.5%
-9.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -2.1% |
| 7D | -11.2% | +1.2% | -12.4% | -11.1% |
| 30D | -7.5% | -5.0% | -2.4% | -7.5% |
| 3M | -19.1% | -22.2% | +3.1% | -19.5% |
| 6M | +10.7% | -36.3% | +47.1% | +10.4% |
| YTD | -9.9% | -24.2% | +14.3% | -16.1% |
| 1Y | -4.6% | +3.9% | -8.5% | -21.7% |
| All | -4.6% | +4.5% | -9.2% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling