+115.5%
EXPE vs AR
+44.3%
+71.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -4.7% |
| 7D | -9.3% | -14.3% | +4.9% | -7.3% |
| 30D | +0.1% | +1.4% | -1.3% | -0.3% |
| 3M | -15.3% | +3.4% | -18.7% | -16.1% |
| 6M | +5.5% | -2.1% | +7.5% | +5.0% |
| YTD | -8.0% | +4.7% | -12.7% | -9.9% |
| 1Y | +18.9% | +10.6% | +8.3% | +15.2% |
| 3Y | +135.5% | +24.6% | +110.9% | +120.2% |
| 5Y | +44.3% | +71.9% | -27.6% | +24.9% |
| All | +115.5% | +44.3% | +71.2% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling