+93.1%
EXPE vs AUR
-36.2%
+129.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.9% |
| 7D | -8.7% | +0.2% | -8.8% | -8.7% |
| 30D | -13.6% | -8.9% | -4.7% | -12.9% |
| 3M | +26.6% | +4.6% | +22.0% | +24.9% |
| 6M | +19.9% | +44.9% | -24.9% | +11.9% |
| YTD | -1.7% | +64.8% | -66.6% | -10.3% |
| 1Y | +29.4% | +16.4% | +13.1% | +23.2% |
| 3Y | +155.7% | +85.1% | +70.6% | +104.1% |
| 5Y | +93.1% | -36.1% | +129.2% | +32.1% |
| All | +93.1% | -36.2% | +129.3% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling