+153.1%
EXPE vs BAH
+182.5%
-29.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.9% | -6.9% | -7.6% |
| 7D | -9.8% | -4.3% | -5.4% | -8.7% |
| 30D | -11.5% | -4.5% | -7.0% | -10.5% |
| 3M | +21.7% | -7.6% | +29.3% | +23.6% |
| 6M | +10.4% | -10.6% | +21.0% | +12.7% |
| YTD | -2.5% | -12.6% | +10.0% | -0.3% |
| 1Y | +27.3% | -27.0% | +54.3% | +35.6% |
| 3Y | +153.5% | -31.5% | +185.0% | +160.6% |
| 5Y | +91.1% | -3.8% | +94.9% | +70.2% |
| 10Y | +153.1% | +183.9% | -30.8% | +69.8% |
| All | +153.1% | +182.5% | -29.4% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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