+118.5%
EXPE vs BAH
+218.8%
-100.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | -13.3% | -1.5% | -11.8% | -13.0% |
| 30D | -5.5% | +17.3% | -22.7% | -9.4% |
| 3M | -16.5% | +14.9% | -31.3% | -19.6% |
| 6M | +13.1% | +14.2% | -1.2% | +8.3% |
| YTD | -8.0% | +5.1% | -13.1% | -10.4% |
| 1Y | +1.1% | +2.1% | -1.0% | -1.0% |
| 3Y | +131.2% | -26.0% | +157.1% | +134.5% |
| 5Y | +39.8% | +9.0% | +30.8% | +21.3% |
| 10Y | +118.5% | +208.8% | -90.3% | +45.2% |
| All | +118.5% | +218.8% | -100.3% | +45.2% |
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