+855.0%
EXPE vs AA
-7.7%
+862.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.0% |
| 7D | -9.5% | -0.7% | -8.8% | -9.3% |
| 30D | -6.6% | +5.0% | -11.6% | -8.7% |
| 3M | +31.4% | -35.8% | +67.2% | +49.5% |
| 6M | +35.2% | -18.4% | +53.6% | +38.5% |
| YTD | +5.8% | -5.5% | +11.3% | +1.7% |
| 1Y | +38.7% | +61.0% | -22.3% | +8.6% |
| 3Y | +175.8% | +66.2% | +109.6% | +98.2% |
| 5Y | +111.8% | +11.4% | +100.5% | +60.2% |
| 10Y | +179.7% | +116.9% | +62.8% | +28.0% |
| All | +855.0% | -7.7% | +862.7% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling