+239.5%
EXPE vs ACI
+32.1%
+207.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.5% |
| 7D | -17.8% | -5.3% | -12.4% | -17.4% |
| 30D | -3.2% | +5.0% | -8.3% | -3.4% |
| 3M | -19.0% | +7.5% | -26.5% | -19.2% |
| 6M | +17.7% | -16.0% | +33.7% | +17.9% |
| YTD | -7.8% | -20.6% | +12.9% | -7.6% |
| 1Y | -1.4% | -23.5% | +22.2% | -1.1% |
| 3Y | +121.9% | -32.1% | +154.1% | +123.0% |
| 5Y | +44.3% | -42.5% | +86.8% | +43.8% |
| All | +239.5% | +32.1% | +207.3% | +289.0% |
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