+158.8%
EXPE vs AU
+574.0%
-415.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.9% |
| 7D | -8.7% | -7.0% | -1.7% | -8.2% |
| 30D | -13.6% | +7.3% | -20.9% | -14.2% |
| 3M | +26.6% | +33.2% | -6.6% | +23.9% |
| 6M | +19.9% | -0.6% | +20.6% | +19.1% |
| YTD | -1.7% | +26.2% | -27.9% | -5.4% |
| 1Y | +29.4% | +68.3% | -38.8% | +20.2% |
| All | +158.8% | +574.0% | -415.2% | +85.6% |
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