+47.9%
EXPE vs APD
+15.4%
+32.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -4.2% | +2.2% | -6.4% | -5.1% |
| 30D | -4.5% | +9.4% | -14.0% | -7.7% |
| 3M | -19.7% | +4.7% | -24.4% | -20.9% |
| 6M | +18.3% | +5.5% | +12.8% | +15.7% |
| YTD | -7.3% | +31.4% | -38.7% | -18.7% |
| 1Y | -3.9% | +24.1% | -28.0% | -13.6% |
| 3Y | +123.0% | +28.8% | +94.2% | +90.3% |
| 5Y | +47.9% | +15.8% | +32.2% | +20.0% |
| All | +47.9% | +15.4% | +32.5% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling