+448.7%
AXP vs CI
+166.5%
+282.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.2% |
| 7D | +0.6% | -1.6% | +2.1% | +1.2% |
| 30D | +5.8% | +5.4% | +0.4% | +3.5% |
| 3M | -6.0% | +7.3% | -13.3% | -8.8% |
| 6M | +0.3% | +5.3% | -5.0% | -2.6% |
| YTD | -12.3% | +8.5% | -20.7% | -16.3% |
| 1Y | -11.2% | +17.1% | -28.4% | -18.1% |
| 3Y | +117.0% | +1.4% | +115.6% | +100.4% |
| 5Y | +93.2% | +50.5% | +42.7% | +39.9% |
| All | +448.7% | +166.5% | +282.2% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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