+153.1%
EXPE vs AME
+421.6%
-268.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.9% | -7.9% |
| 7D | -9.8% | +2.8% | -12.5% | -11.6% |
| 30D | -11.5% | -6.3% | -5.2% | -7.5% |
| 3M | +21.7% | +5.4% | +16.3% | +16.2% |
| 6M | +10.4% | +7.4% | +2.9% | +3.0% |
| YTD | -2.5% | +16.2% | -18.7% | -14.8% |
| 1Y | +27.3% | +26.8% | +0.5% | +3.8% |
| 3Y | +153.5% | +57.5% | +96.0% | +71.6% |
| 5Y | +91.1% | +84.8% | +6.2% | +13.6% |
| 10Y | +153.1% | +424.3% | -271.2% | -7.2% |
| All | +153.1% | +421.6% | -268.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling