+407.0%
AXP vs BBWI
-47.4%
+454.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | +4.4% | +12.9% | -8.4% | +1.2% |
| 3M | -6.4% | +16.0% | -22.4% | -10.7% |
| 6M | +4.2% | +16.6% | -12.5% | -1.6% |
| YTD | -12.4% | +9.7% | -22.1% | -17.0% |
| 1Y | -11.1% | +1.5% | -12.6% | -15.4% |
| 3Y | +114.9% | -21.4% | +136.2% | +108.9% |
| 5Y | +87.4% | -67.6% | +155.0% | +119.6% |
| All | +407.0% | -47.4% | +454.5% | +274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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