+123.4%
EXPE vs ACM
-9.6%
+133.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.2% | +5.1% | -9.3% | -6.4% |
| 30D | -4.5% | +18.7% | -23.2% | -11.4% |
| 3M | -19.7% | +15.5% | -35.2% | -24.7% |
| 6M | +18.3% | +1.2% | +17.1% | +16.3% |
| YTD | -7.3% | -25.2% | +17.9% | +5.3% |
| 1Y | -3.9% | -46.3% | +42.4% | +30.3% |
| All | +123.4% | -9.6% | +133.0% | +117.0% |
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 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