+424.9%
AXP vs CBOE
+520.8%
-95.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | -2.9% | +6.9% | -9.8% | -4.7% |
| 30D | +3.7% | +24.1% | -20.4% | -2.9% |
| 3M | -4.9% | +30.9% | -35.8% | -12.8% |
| 6M | +4.1% | +5.9% | -1.8% | +1.1% |
| YTD | -11.7% | +48.2% | -59.8% | -24.6% |
| 1Y | -11.7% | +43.5% | -55.2% | -23.8% |
| 3Y | +116.5% | +117.0% | -0.5% | +52.3% |
| 5Y | +89.5% | +203.4% | -113.9% | +11.5% |
| 10Y | +424.9% | +515.9% | -91.0% | +138.9% |
| All | +424.9% | +520.8% | -95.9% | +138.9% |
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