+115.9%
EXPE vs AR
+52.4%
+63.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.7% |
| 7D | -11.2% | -5.8% | -5.4% | -10.5% |
| 30D | -7.5% | +4.8% | -12.3% | -8.3% |
| 3M | -19.1% | +1.5% | -20.6% | -19.6% |
| 6M | +10.7% | +4.7% | +6.0% | +9.1% |
| YTD | -9.9% | +9.2% | -19.1% | -12.4% |
| 1Y | -4.6% | +11.2% | -15.8% | -7.7% |
| 3Y | +116.8% | +46.2% | +70.5% | +97.9% |
| 5Y | +38.6% | +98.1% | -59.5% | +17.5% |
| 10Y | +115.9% | +54.5% | +61.3% | +42.0% |
| All | +115.9% | +52.4% | +63.4% | +42.0% |
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