+719.4%
EXPE vs ACM
+233.3%
+486.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -9.3% | +5.4% | -14.7% | -11.4% |
| 30D | +0.1% | +15.1% | -15.0% | -6.3% |
| 3M | -15.3% | -10.5% | -4.9% | -11.3% |
| 6M | +5.5% | -19.7% | +25.2% | +15.7% |
| YTD | -8.0% | -28.8% | +20.9% | +6.9% |
| 1Y | +18.9% | -47.9% | +66.7% | +60.3% |
| 3Y | +135.5% | -12.4% | +147.9% | +142.1% |
| 5Y | +44.3% | +0.6% | +43.7% | +39.9% |
| 10Y | +117.7% | +161.3% | -43.5% | +29.8% |
| All | +719.4% | +233.3% | +486.1% | +271.6% |
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