+39.8%
EXPE vs AME
+76.7%
-36.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -2.7% |
| 7D | -13.3% | -1.5% | -11.8% | -12.8% |
| 30D | -5.5% | -4.2% | -1.3% | -3.7% |
| 3M | -16.5% | -5.9% | -10.5% | -14.1% |
| 6M | +13.1% | +2.8% | +10.3% | +8.4% |
| YTD | -8.0% | +16.6% | -24.6% | -21.3% |
| 1Y | +1.1% | +22.1% | -21.0% | -16.6% |
| 3Y | +131.2% | +64.7% | +66.5% | +41.4% |
| 5Y | +39.8% | +76.6% | -36.8% | -29.3% |
| All | +39.8% | +76.7% | -36.9% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling