+112.3%
AXP vs CEG
+651.0%
-538.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | -2.9% | +11.8% | -14.7% | -4.5% |
| 30D | +3.7% | -6.5% | +10.2% | +4.5% |
| 3M | -4.9% | -1.2% | -3.7% | -5.3% |
| 6M | +4.1% | -8.0% | +12.1% | +4.4% |
| YTD | -11.7% | -21.9% | +10.2% | -9.7% |
| 1Y | -11.7% | -21.4% | +9.7% | -10.0% |
| 3Y | +116.5% | +130.0% | -13.5% | +66.7% |
| All | +112.3% | +651.0% | -538.7% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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