+89.6%
AXP vs BIL
+19.8%
+69.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.1% |
| 30D | +5.0% | 0.0% | +5.0% | +4.7% |
| 3M | -4.2% | +0.6% | -4.9% | -0.2% |
| 6M | +2.9% | +1.5% | +1.4% | +14.6% |
| YTD | -11.6% | +2.8% | -14.4% | +6.8% |
| 1Y | -11.1% | +3.3% | -14.4% | +11.2% |
| 3Y | +116.7% | +13.4% | +103.3% | +351.9% |
| 5Y | +89.6% | +19.8% | +69.8% | +598.9% |
| All | +89.6% | +19.8% | +69.8% | +598.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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