+125.4%
EXPE vs ACM
+130.8%
-5.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | -17.8% | +3.0% | -20.8% | -19.2% |
| 30D | -3.2% | +19.7% | -22.9% | -12.8% |
| 3M | -19.0% | +5.3% | -24.3% | -22.0% |
| 6M | +17.7% | -10.8% | +28.5% | +23.2% |
| YTD | -7.8% | -25.1% | +17.3% | +6.7% |
| 1Y | -1.4% | -45.8% | +44.4% | +38.3% |
| 3Y | +121.9% | -9.4% | +131.3% | +120.5% |
| 5Y | +44.3% | +4.8% | +39.5% | +31.8% |
| 10Y | +125.4% | +129.8% | -4.4% | +37.0% |
| All | +125.4% | +130.8% | -5.4% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling