+133.7%
AXP vs BOXX
+19.3%
+114.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +4.4% | +0.4% | +4.1% | +4.7% |
| 3M | -6.4% | +1.0% | -7.4% | -6.0% |
| 6M | +4.2% | +2.0% | +2.1% | +4.8% |
| YTD | -12.4% | +3.4% | -15.8% | -11.8% |
| 1Y | -11.1% | +4.1% | -15.2% | -10.6% |
| 3Y | +114.9% | +14.4% | +100.5% | +154.5% |
| All | +133.7% | +19.3% | +114.4% | +338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling