+69.8%
EXPE vs AS
+137.8%
-68.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -1.6% |
| 7D | -11.2% | +4.5% | -15.7% | -12.1% |
| 30D | -7.5% | +13.2% | -20.7% | -10.1% |
| 3M | -19.1% | -11.9% | -7.2% | -16.7% |
| 6M | +10.7% | -11.6% | +22.3% | +13.8% |
| YTD | -9.9% | -14.7% | +4.8% | -7.1% |
| 1Y | -4.6% | +5.7% | -10.3% | -6.3% |
| All | +69.8% | +137.8% | -68.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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