+238.6%
EXPE vs ACI
+31.1%
+207.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -13.3% | -5.9% | -7.4% | -12.9% |
| 30D | -5.5% | +7.2% | -12.7% | -5.7% |
| 3M | -16.5% | +8.8% | -25.3% | -16.7% |
| 6M | +13.1% | -17.2% | +30.3% | +13.4% |
| YTD | -8.0% | -21.3% | +13.3% | -7.8% |
| 1Y | +1.1% | -23.7% | +24.8% | +1.4% |
| 3Y | +131.2% | -32.8% | +164.0% | +132.4% |
| 5Y | +39.8% | -41.4% | +81.2% | +39.8% |
| All | +238.6% | +31.1% | +207.5% | +288.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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