+90.1%
EXPE vs AU
+707.7%
-617.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | -11.5% | +0.6% | -12.2% | -11.6% |
| 30D | -13.1% | +12.3% | -25.4% | -14.3% |
| 3M | +18.1% | +29.4% | -11.2% | +14.4% |
| 6M | +13.3% | +3.2% | +10.0% | +11.7% |
| YTD | -3.2% | +31.8% | -35.0% | -8.6% |
| 1Y | +26.1% | +83.4% | -57.3% | +12.9% |
| 3Y | +151.7% | +623.1% | -471.4% | +70.5% |
| All | +90.1% | +707.7% | -617.6% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling