+120.8%
EXPE vs ACI
-31.5%
+152.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.5% | +2.3% | -2.8% | -1.0% |
| 30D | -6.1% | +1.2% | -7.3% | -6.0% |
| 3M | -21.3% | +6.8% | -28.1% | -21.9% |
| 6M | +19.0% | -18.7% | +37.7% | +19.9% |
| YTD | -8.4% | -20.2% | +11.8% | -8.1% |
| 1Y | -2.8% | -23.7% | +20.9% | -1.8% |
| 3Y | +120.8% | -31.6% | +152.4% | +126.6% |
| All | +120.8% | -31.5% | +152.2% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling