+28.4%
EXPE vs AS
0.0%
+28.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.3% | -11.5% | -12.9% |
| 7D | -3.6% | +7.1% | -10.7% | -5.6% |
| 30D | +4.8% | +12.8% | -8.1% | +1.1% |
| 3M | -14.6% | -14.7% | +0.1% | -10.6% |
| 6M | +10.0% | -9.9% | +19.9% | +12.9% |
| YTD | -3.3% | -16.1% | +12.9% | +0.9% |
| 1Y | +28.4% | +0.2% | +28.2% | +38.2% |
| All | +28.4% | 0.0% | +28.4% | +38.2% |
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