+289.4%
EXPE vs ACI
+25.9%
+263.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -9.5% | +0.2% | -9.7% | -9.5% |
| 30D | -6.6% | +5.9% | -12.5% | -6.8% |
| 3M | +31.4% | -19.8% | +51.2% | +31.8% |
| 6M | +35.2% | -24.7% | +59.9% | +35.8% |
| YTD | +5.8% | -24.4% | +30.2% | +6.1% |
| 1Y | +38.7% | -31.5% | +70.2% | +39.4% |
| 3Y | +175.8% | -38.7% | +214.5% | +177.5% |
| 5Y | +111.8% | -42.8% | +154.6% | +112.1% |
| All | +289.4% | +25.9% | +263.6% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling