+50.0%
EXPE vs ACM
-46.6%
+96.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.9% | +7.6% | +9.6% |
| 7D | +14.6% | +9.5% | +5.1% | +11.5% |
| 30D | +21.4% | +14.7% | +6.7% | +16.4% |
| 3M | +1.4% | -9.5% | +10.9% | +4.1% |
| 6M | +28.6% | -18.0% | +46.7% | +36.3% |
| YTD | +12.1% | -27.3% | +39.4% | +24.6% |
| 1Y | +50.0% | -47.0% | +97.0% | +78.9% |
| All | +50.0% | -46.6% | +96.6% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling