+117.0%
AXP vs BEN
+39.3%
+77.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.9% |
| 7D | -2.1% | +0.2% | -2.3% | -2.3% |
| 30D | -6.5% | -0.5% | -6.0% | -6.4% |
| 3M | +4.6% | +9.7% | -5.1% | -0.6% |
| 6M | +5.4% | +33.9% | -28.5% | -10.3% |
| YTD | -11.1% | +49.0% | -60.1% | -28.4% |
| 1Y | -0.3% | +42.1% | -42.4% | -18.0% |
| 3Y | +111.6% | +51.9% | +59.7% | +62.2% |
| All | +117.0% | +39.3% | +77.7% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling