+713.2%
EXPE vs AME
+2,081.1%
-1,367.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -11.2% | -4.1% | -7.1% | -8.8% |
| 30D | -7.5% | -4.1% | -3.3% | -5.6% |
| 3M | -19.1% | -5.6% | -13.4% | -16.9% |
| 6M | +10.7% | +2.8% | +7.9% | +6.5% |
| YTD | -9.9% | +16.6% | -26.5% | -21.5% |
| 1Y | -4.6% | +21.1% | -25.7% | -18.9% |
| 3Y | +116.8% | +61.1% | +55.7% | +48.0% |
| 5Y | +38.6% | +76.6% | -38.0% | -10.8% |
| 10Y | +115.9% | +431.3% | -315.5% | -34.7% |
| All | +713.2% | +2,081.1% | -1,367.9% | +6.5% |
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