+407.0%
AXP vs CME
+308.7%
+98.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -0.1% | +3.9% | -4.1% | -2.1% |
| 30D | +4.4% | +11.3% | -6.9% | -1.3% |
| 3M | -6.4% | +19.6% | -26.0% | -15.0% |
| 6M | +4.2% | +8.1% | -3.9% | -1.0% |
| YTD | -12.4% | +20.4% | -32.8% | -22.3% |
| 1Y | -11.1% | +16.5% | -27.6% | -19.8% |
| 3Y | +114.9% | +66.4% | +48.4% | +51.1% |
| 5Y | +87.4% | +74.5% | +13.0% | +25.3% |
| All | +407.0% | +308.7% | +98.3% | +112.4% |
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