+60.8%
EXPE vs AUR
-34.9%
+95.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.7% | -10.6% | -8.2% |
| 7D | -9.8% | +19.2% | -29.0% | -11.9% |
| 30D | -11.5% | -7.8% | -3.7% | -10.9% |
| 3M | +21.7% | +4.0% | +17.7% | +20.1% |
| 6M | +10.4% | +45.0% | -34.6% | +3.0% |
| YTD | -2.5% | +69.5% | -72.1% | -11.4% |
| 1Y | +27.3% | +13.0% | +14.3% | +21.7% |
| 3Y | +153.5% | +90.4% | +63.2% | +101.7% |
| 5Y | +91.1% | -34.2% | +125.3% | +30.9% |
| All | +60.8% | -34.9% | +95.7% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling