+135.5%
EXPE vs ACM
-12.3%
+147.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -9.3% | +5.4% | -14.7% | -11.2% |
| 30D | +0.1% | +15.1% | -15.0% | -5.6% |
| 3M | -15.3% | -10.5% | -4.9% | -11.4% |
| 6M | +5.5% | -19.7% | +25.2% | +15.8% |
| YTD | -8.0% | -28.8% | +20.9% | +7.1% |
| 1Y | +18.9% | -47.9% | +66.7% | +63.3% |
| 3Y | +135.5% | -12.4% | +147.9% | +130.4% |
| All | +135.5% | -12.3% | +147.8% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling