-11.1%
AXP vs BOXX
+4.1%
-15.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.9% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +4.4% | +0.4% | +4.1% | +6.1% |
| 3M | -6.4% | +1.0% | -7.4% | -3.5% |
| 6M | +4.2% | +2.0% | +2.1% | +10.2% |
| YTD | -12.4% | +3.4% | -15.8% | -5.8% |
| 1Y | -11.1% | +4.1% | -15.2% | -4.5% |
| All | -11.1% | +4.1% | -15.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling