+117.0%
AXP vs BIL
+19.4%
+97.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -0.9% |
| 7D | -2.1% | +0.1% | -2.2% | -1.5% |
| 30D | -6.5% | +0.3% | -6.9% | -4.2% |
| 3M | +4.6% | +0.9% | +3.7% | +12.2% |
| 6M | +5.4% | +1.8% | +3.6% | +20.2% |
| YTD | -11.1% | +2.4% | -13.6% | +5.4% |
| 1Y | -0.3% | +3.7% | -4.0% | +28.6% |
| 3Y | +111.6% | +14.2% | +97.4% | +385.1% |
| All | +117.0% | +19.4% | +97.6% | +716.8% |
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