+91.1%
EXPE vs ACI
-44.9%
+136.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.3% | -4.6% | -7.5% |
| 7D | -9.8% | -2.6% | -7.2% | -9.5% |
| 30D | -11.5% | +1.1% | -12.6% | -11.5% |
| 3M | +21.7% | -23.6% | +45.4% | +24.1% |
| 6M | +10.4% | -29.9% | +40.3% | +13.3% |
| YTD | -2.5% | -26.9% | +24.3% | -0.6% |
| 1Y | +27.3% | -34.2% | +61.6% | +31.2% |
| 3Y | +153.5% | -43.6% | +197.1% | +164.0% |
| 5Y | +91.1% | -42.4% | +133.5% | +97.7% |
| All | +91.1% | -44.9% | +136.0% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling