+185.7%
EXPE vs ACI
-40.4%
+226.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.5% | +0.2% | -9.7% | -9.5% |
| 30D | -6.6% | +5.9% | -12.5% | -7.3% |
| 3M | +31.4% | -19.8% | +51.2% | +33.2% |
| 6M | +35.2% | -24.7% | +59.9% | +37.8% |
| YTD | +5.8% | -24.4% | +30.2% | +7.1% |
| 1Y | +38.7% | -31.5% | +70.2% | +42.8% |
| All | +185.7% | -40.4% | +226.1% | +219.6% |
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