+64.5%
EXPE vs AUR
-35.7%
+100.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | -5.8% | +1.4% | -7.2% | -6.0% |
| 30D | -13.6% | -6.4% | -7.2% | -13.2% |
| 3M | +25.2% | +7.7% | +17.5% | +23.0% |
| 6M | +22.3% | +44.5% | -22.1% | +14.2% |
| YTD | -0.3% | +67.4% | -67.8% | -9.2% |
| 1Y | +27.8% | +15.4% | +12.4% | +21.8% |
| 3Y | +162.4% | +94.8% | +67.6% | +108.0% |
| 5Y | +95.8% | -35.1% | +131.0% | +34.2% |
| All | +64.5% | -35.7% | +100.2% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling