-2.8%
EXPE vs AS
-3.7%
+0.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -0.5% | -4.9% | +4.4% | +1.3% |
| 30D | -6.1% | +3.9% | -10.0% | -6.9% |
| 3M | -21.3% | -9.6% | -11.7% | -18.8% |
| 6M | +19.0% | -8.7% | +27.7% | +22.1% |
| YTD | -8.4% | -19.8% | +11.4% | -3.0% |
| 1Y | -2.8% | -1.5% | -1.2% | +4.1% |
| All | -2.8% | -3.7% | +0.9% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling