+38.7%
EXPE vs AR
+22.7%
+16.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -9.5% | +2.5% | -12.0% | -9.3% |
| 30D | -6.6% | +14.8% | -21.4% | -5.5% |
| 3M | +31.4% | +6.2% | +25.2% | +32.6% |
| 6M | +35.2% | +4.3% | +30.9% | +36.1% |
| YTD | +5.8% | +14.4% | -8.6% | +7.1% |
| 1Y | +38.7% | +21.3% | +17.3% | +39.2% |
| All | +38.7% | +22.7% | +16.0% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling