+855.0%
EXPE vs AME
+2,072.5%
-1,217.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.7% |
| 7D | -9.5% | +0.6% | -10.2% | -9.9% |
| 30D | -6.6% | -6.7% | +0.1% | -2.2% |
| 3M | +31.4% | +4.1% | +27.3% | +26.9% |
| 6M | +35.2% | +1.6% | +33.6% | +31.4% |
| YTD | +5.8% | +16.1% | -10.3% | -6.5% |
| 1Y | +38.7% | +27.3% | +11.3% | +14.5% |
| 3Y | +175.8% | +50.9% | +124.9% | +99.3% |
| 5Y | +111.8% | +81.4% | +30.5% | +34.8% |
| 10Y | +179.7% | +417.0% | -237.2% | -13.0% |
| All | +855.0% | +2,072.5% | -1,217.5% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling