+842.1%
EXPE vs ACM
+230.8%
+611.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -9.5% | -3.7% | -5.8% | -7.8% |
| 30D | -6.6% | -11.1% | +4.5% | -2.0% |
| 3M | +31.4% | -8.0% | +39.4% | +35.4% |
| 6M | +35.2% | -29.7% | +64.8% | +58.3% |
| YTD | +5.8% | -29.4% | +35.2% | +23.2% |
| 1Y | +38.7% | -46.4% | +85.1% | +83.7% |
| 3Y | +175.8% | -22.3% | +198.1% | +201.0% |
| 5Y | +111.8% | +4.5% | +107.4% | +101.2% |
| 10Y | +179.7% | +127.6% | +52.1% | +76.8% |
| All | +842.1% | +230.8% | +611.3% | +328.3% |
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