+44.3%
EXPE vs AR
+98.1%
-53.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +2.1% |
| 7D | -17.8% | +2.1% | -19.8% | -18.0% |
| 30D | -3.2% | +4.5% | -7.7% | -4.2% |
| 3M | -19.0% | +1.0% | -20.0% | -19.5% |
| 6M | +17.7% | +4.4% | +13.3% | +15.8% |
| YTD | -7.8% | +10.9% | -18.7% | -11.1% |
| 1Y | -1.4% | +8.6% | -9.9% | -4.7% |
| 3Y | +121.9% | +48.5% | +73.4% | +97.3% |
| 5Y | +44.3% | +95.7% | -51.5% | +27.6% |
| All | +44.3% | +98.1% | -53.8% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling