+448.7%
AXP vs BBWI
-43.7%
+492.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -0.4% |
| 7D | +0.6% | -6.2% | +6.8% | +2.2% |
| 30D | +5.8% | +19.9% | -14.1% | +0.9% |
| 3M | -6.0% | +7.1% | -13.2% | -8.6% |
| 6M | +0.3% | +13.7% | -13.4% | -4.6% |
| YTD | -12.3% | +9.6% | -21.8% | -16.9% |
| 1Y | -11.2% | -1.6% | -9.6% | -14.8% |
| 3Y | +117.0% | -25.9% | +142.9% | +114.3% |
| 5Y | +93.2% | -67.8% | +161.0% | +126.8% |
| All | +448.7% | -43.7% | +492.4% | +307.6% |
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