+153.1%
EXPE vs APD
+161.1%
-8.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.2% | -6.7% | -7.3% |
| 7D | -9.8% | -2.5% | -7.3% | -8.6% |
| 30D | -11.5% | -1.9% | -9.6% | -10.6% |
| 3M | +21.7% | +8.2% | +13.5% | +16.4% |
| 6M | +10.4% | +10.7% | -0.4% | +3.6% |
| YTD | -2.5% | +22.9% | -25.5% | -13.9% |
| 1Y | +27.3% | +5.8% | +21.6% | +21.1% |
| 3Y | +153.5% | +7.8% | +145.7% | +129.6% |
| 5Y | +91.1% | +26.1% | +65.0% | +55.7% |
| 10Y | +153.1% | +163.7% | -10.6% | +53.2% |
| All | +153.1% | +161.1% | -8.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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