+855.0%
EXPE vs AU
+301.1%
+553.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | -9.5% | -3.6% | -5.9% | -9.2% |
| 30D | -6.6% | +23.9% | -30.5% | -8.9% |
| 3M | +31.4% | +19.1% | +12.3% | +28.5% |
| 6M | +35.2% | -0.2% | +35.3% | +33.8% |
| YTD | +5.8% | +32.5% | -26.7% | +0.9% |
| 1Y | +38.7% | +96.9% | -58.3% | +26.1% |
| 3Y | +175.8% | +614.7% | -439.0% | +112.3% |
| 5Y | +111.8% | +647.7% | -535.9% | +59.3% |
| 10Y | +179.7% | +679.2% | -499.5% | +96.7% |
| All | +855.0% | +301.1% | +553.9% | +586.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling