+464.9%
AXP vs CBOE
+385.3%
+79.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +0.6% | -4.6% | +5.2% | +2.0% |
| 30D | -4.3% | +2.6% | -7.0% | -5.3% |
| 3M | +4.7% | +4.9% | -0.2% | +2.0% |
| 6M | +9.0% | -2.2% | +11.1% | +7.4% |
| YTD | -11.1% | +17.7% | -28.9% | -18.4% |
| 1Y | +1.3% | +26.1% | -24.8% | -9.5% |
| 3Y | +114.5% | +97.1% | +17.4% | +52.5% |
| 5Y | +118.0% | +149.2% | -31.1% | +36.3% |
| 10Y | +464.9% | +385.1% | +79.8% | +183.5% |
| All | +464.9% | +385.3% | +79.6% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling