+93.1%
EXPE vs AA
+5.3%
+87.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +2.8% |
| 7D | -8.7% | -5.4% | -3.3% | -7.5% |
| 30D | -13.6% | -10.7% | -3.0% | -11.6% |
| 3M | +26.6% | -26.2% | +52.8% | +35.2% |
| 6M | +19.9% | -20.9% | +40.9% | +23.1% |
| YTD | -1.7% | -8.6% | +6.9% | -4.6% |
| 1Y | +29.4% | +57.4% | -27.9% | +4.5% |
| 3Y | +155.7% | +77.8% | +77.9% | +84.7% |
| 5Y | +93.1% | +2.7% | +90.4% | +53.7% |
| All | +93.1% | +5.3% | +87.7% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling