+726.6%
EXPE vs AU
+217.4%
+509.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -0.5% | -7.2% | +6.7% | +0.2% |
| 30D | -6.1% | -2.9% | -3.2% | -6.0% |
| 3M | -21.3% | -8.7% | -12.6% | -20.9% |
| 6M | +19.0% | -14.1% | +33.1% | +19.9% |
| YTD | -8.4% | +4.8% | -13.2% | -10.7% |
| 1Y | -2.8% | +11.9% | -14.7% | -6.0% |
| 3Y | +120.8% | +513.8% | -393.1% | +72.5% |
| 5Y | +46.2% | +379.3% | -333.1% | +14.9% |
| 10Y | +123.8% | +837.1% | -713.2% | +53.6% |
| All | +726.6% | +217.4% | +509.3% | +507.4% |
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 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