+732.4%
EXPE vs AEIS
+2,119.4%
-1,387.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +1.0% |
| 7D | -17.8% | +9.5% | -27.2% | -20.1% |
| 30D | -3.2% | -17.5% | +14.3% | +0.6% |
| 3M | -19.0% | -29.3% | +10.3% | -13.0% |
| 6M | +17.7% | -34.7% | +52.4% | +24.8% |
| YTD | -7.8% | +10.7% | -18.5% | -20.8% |
| 1Y | -1.4% | +7.4% | -8.7% | -14.5% |
| 3Y | +121.9% | +161.1% | -39.2% | +34.5% |
| 5Y | +44.3% | +150.7% | -106.5% | -12.3% |
| 10Y | +125.4% | +360.8% | -235.4% | +0.6% |
| All | +732.4% | +2,119.4% | -1,387.0% | +72.9% |
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