+127.7%
EXPE vs AR
+57.4%
+70.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.5% | +7.4% | -7.9% | -1.6% |
| 30D | -6.1% | +5.8% | -11.8% | -7.1% |
| 3M | -21.3% | +5.2% | -26.5% | -22.2% |
| 6M | +19.0% | +5.4% | +13.6% | +17.2% |
| YTD | -8.4% | +12.4% | -20.8% | -11.3% |
| 1Y | -2.8% | +12.8% | -15.6% | -6.1% |
| 3Y | +120.8% | +47.2% | +73.6% | +101.4% |
| 5Y | +46.2% | +101.1% | -55.0% | +23.7% |
| All | +127.7% | +57.4% | +70.3% | +47.5% |
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