+725.1%
EXPE vs ACM
+250.2%
+475.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.2% | +5.1% | -9.3% | -6.6% |
| 30D | -4.5% | +18.7% | -23.2% | -12.2% |
| 3M | -19.7% | +15.5% | -35.2% | -25.4% |
| 6M | +18.3% | +1.2% | +17.1% | +16.1% |
| YTD | -7.3% | -25.2% | +17.9% | +4.9% |
| 1Y | -3.9% | -46.3% | +42.4% | +27.6% |
| 3Y | +123.0% | -9.6% | +132.6% | +125.3% |
| 5Y | +47.9% | +4.4% | +43.5% | +40.6% |
| 10Y | +126.5% | +129.3% | -2.8% | +43.3% |
| All | +725.1% | +250.2% | +475.0% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling