+118.5%
EXPE vs ACM
+147.1%
-28.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -3.1% |
| 7D | -13.3% | +6.9% | -20.2% | -16.5% |
| 30D | -5.5% | +19.1% | -24.6% | -14.5% |
| 3M | -16.5% | -6.9% | -9.5% | -13.8% |
| 6M | +13.1% | -12.0% | +25.1% | +19.4% |
| YTD | -8.0% | -25.1% | +17.1% | +6.5% |
| 1Y | +1.1% | -45.4% | +46.5% | +41.1% |
| 3Y | +131.2% | -6.9% | +138.1% | +125.9% |
| 5Y | +39.8% | +3.7% | +36.0% | +28.5% |
| 10Y | +118.5% | +135.8% | -17.3% | +34.0% |
| All | +118.5% | +147.1% | -28.7% | +34.0% |
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