+425.5%
AXP vs CME
+288.7%
+136.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | -0.6% | +1.7% | -2.3% | -1.5% |
| 30D | +5.0% | +10.2% | -5.2% | -0.3% |
| 3M | -4.2% | +17.8% | -22.0% | -12.4% |
| 6M | +2.9% | +11.0% | -8.0% | -3.8% |
| YTD | -11.6% | +17.0% | -28.6% | -20.5% |
| 1Y | -11.1% | +15.8% | -26.9% | -19.7% |
| 3Y | +116.7% | +61.8% | +55.0% | +54.7% |
| 5Y | +89.6% | +72.5% | +17.1% | +27.1% |
| All | +425.5% | +288.7% | +136.8% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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