+120.8%
EXPE vs AU
+507.6%
-386.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.5% | -7.2% | +6.7% | -0.1% |
| 30D | -6.1% | -2.9% | -3.2% | -6.1% |
| 3M | -21.3% | -8.7% | -12.6% | -21.1% |
| 6M | +19.0% | -14.1% | +33.1% | +19.3% |
| YTD | -8.4% | +4.8% | -13.2% | -10.5% |
| 1Y | -2.8% | +11.9% | -14.7% | -5.6% |
| 3Y | +120.8% | +513.8% | -393.1% | +75.1% |
| All | +120.8% | +507.6% | -386.9% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling