What does 'ExPost' mean
Expost is another word for actual returns and is Latin for "after the fact." The use of historical returns has customarily been the most wellknown approach to forecast the probability of incurring a loss on an investment on any given day. Expost is the opposite of exante, which means "before the event."
BREAKING DOWN 'ExPost'
Expost information is attained by companies to forecast future earnings. Expost information is utilized in studies such as value at risk (VaR), a probability study that approximates the maximum amount of loss an investment portfolio may incur on any day. VaR is defined for a specified investment portfolio, probability and time horizon.
Expost yield differs from exante yield because it represents actual values, essentially what investors earn rather than estimated values. Investors base their decisions on expected returns versus actual returns, which is an important aspect of an investment's risk analysis. Expost is the current market price, minus the price the investor paid. It shows the performance of an asset; however, it excludes projections and probabilities.
Analysis
Expost is calculated using the beginning and ending asset values for a specific period, any growth or decline in the asset value plus any earned income produced by the asset during the period. Analysts use expost data on investment price fluctuations, earnings and other metrics to predict expected returns. It is measured against the expected return to confirm the accuracy of risk assessment methods.
It is best used for periods less than a year and measures the yield earned for an investment yeartodate. For example, for a March 31 quarterly report, the actual return measures how much an investor’s portfolio has increased in percentage from Jan. 1 to March 31. If the number is 5.0%, the portfolio gained 5.0% since Jan. 1.
Expost performance attribution analysis, or benchmark analysis, gauges the performance of an investment portfolio based on the return of the portfolio and its correlation with numerous factors or benchmarks. Expost analysis is the traditional approach of performance analysis for longonly funds.
Expost performance analysis typically centers on regression analysis. An analyst executes a regression of the portfolio’s yields versus the returns of the market index to determine how much of a portfolio’s profit and loss might be the result of market exposure. The regression provides the portfolio’s beta to the market index and the amount of alpha the fund was gaining or losing in relation to the market index.
Forecasting
The formula for calculating expost is (ending value  beginning value) / beginning value. The beginning value is the market value when an asset was purchased. The ending value is the current market value of an asset. Expost is a forecast prepared at a certain time that uses data available after that time. The forecasts are created when the future observations are identified during the forecasting period. It is used to observe known data to assess the forecasting model.

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