+153.1%
EXPE vs ACM
+128.0%
+25.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.8% | -7.1% | -7.4% |
| 7D | -9.8% | -0.3% | -9.5% | -9.6% |
| 30D | -11.5% | -12.9% | +1.4% | -5.2% |
| 3M | +21.7% | -6.4% | +28.1% | +24.7% |
| 6M | +10.4% | -29.2% | +39.6% | +32.5% |
| YTD | -2.5% | -29.9% | +27.4% | +16.9% |
| 1Y | +27.3% | -47.3% | +74.6% | +79.0% |
| 3Y | +153.5% | -19.6% | +173.1% | +171.5% |
| 5Y | +91.1% | +5.5% | +85.6% | +75.0% |
| 10Y | +153.1% | +129.7% | +23.4% | +67.5% |
| All | +153.1% | +128.0% | +25.1% | +67.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling