+50.0%
EXPE vs AUR
-17.4%
+67.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.4% | +15.0% | +10.8% |
| 7D | +14.6% | -19.8% | +34.5% | +16.1% |
| 30D | +21.4% | -29.0% | +50.5% | +24.0% |
| 3M | +1.4% | -43.6% | +44.9% | +5.1% |
| 6M | +28.6% | -36.6% | +65.2% | +30.0% |
| YTD | +12.1% | +6.3% | +5.9% | +2.6% |
| 1Y | +50.0% | -9.0% | +59.0% | +40.7% |
| All | +50.0% | -17.4% | +67.4% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling