+160.0%
EXPE vs AU
+699.0%
-538.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | -5.8% | -4.3% | -1.5% | -5.4% |
| 30D | -13.6% | +7.3% | -20.9% | -14.2% |
| 3M | +25.2% | +26.3% | -1.1% | +22.4% |
| 6M | +22.3% | +1.8% | +20.6% | +21.2% |
| YTD | -0.3% | +26.8% | -27.1% | -3.8% |
| 1Y | +27.8% | +66.7% | -38.9% | +19.8% |
| 3Y | +162.4% | +579.1% | -416.6% | +110.7% |
| 5Y | +95.8% | +689.3% | -593.5% | +53.0% |
| All | +160.0% | +699.0% | -538.9% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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