+855.0%
EXPE vs AEIS
+2,591.8%
-1,736.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.5% |
| 7D | -9.5% | +3.0% | -12.5% | -10.4% |
| 30D | -6.6% | -14.6% | +8.0% | -2.6% |
| 3M | +31.4% | -12.4% | +43.8% | +31.3% |
| 6M | +35.2% | -15.0% | +50.1% | +33.4% |
| YTD | +5.8% | +34.3% | -28.5% | -11.8% |
| 1Y | +38.7% | +87.4% | -48.7% | +1.5% |
| 3Y | +175.8% | +139.8% | +36.0% | +78.4% |
| 5Y | +111.8% | +220.7% | -108.9% | +22.5% |
| 10Y | +179.7% | +531.6% | -351.9% | +16.3% |
| All | +855.0% | +2,591.8% | -1,736.8% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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