+471.8%
EXPE vs AR
-32.8%
+504.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.8% | -10.9% | -13.3% |
| 7D | -3.6% | -11.7% | +8.1% | -2.0% |
| 30D | +4.8% | +1.8% | +2.9% | +4.3% |
| 3M | -14.6% | +6.0% | -20.6% | -15.7% |
| 6M | +10.0% | -7.0% | +17.0% | +10.3% |
| YTD | -3.3% | +5.6% | -8.8% | -5.3% |
| 1Y | +28.4% | +10.8% | +17.6% | +24.6% |
| 3Y | +145.1% | +19.3% | +125.8% | +131.6% |
| 5Y | +51.6% | +73.3% | -21.7% | +32.5% |
| 10Y | +128.8% | +47.6% | +81.3% | +56.3% |
| All | +471.8% | -32.8% | +504.6% | +346.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling