+440.3%
AXP vs CBOE
+526.1%
-85.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | -1.1% | +1.0% | -2.1% | -1.4% |
| 30D | +5.2% | +16.0% | -10.7% | +0.5% |
| 3M | -4.6% | +23.4% | -28.0% | -11.0% |
| 6M | +3.2% | +1.7% | +1.5% | +1.4% |
| YTD | -11.3% | +41.6% | -52.9% | -23.3% |
| 1Y | -11.0% | +38.5% | -49.5% | -22.5% |
| 3Y | +120.2% | +105.7% | +14.4% | +57.5% |
| 5Y | +91.7% | +185.4% | -93.7% | +15.1% |
| 10Y | +440.3% | +504.1% | -63.8% | +143.2% |
| All | +440.3% | +526.1% | -85.8% | +143.2% |
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