+440.3%
AXP vs DE
+798.9%
-358.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | -0.5% |
| 7D | -1.1% | +3.5% | -4.7% | -2.9% |
| 30D | +5.2% | +11.3% | -6.1% | -0.6% |
| 3M | -4.6% | +11.6% | -16.2% | -10.9% |
| 6M | +3.2% | +20.9% | -17.6% | -8.6% |
| YTD | -11.3% | +49.7% | -61.0% | -31.7% |
| 1Y | -11.0% | +49.5% | -60.5% | -31.5% |
| 3Y | +120.2% | +94.7% | +25.5% | +41.5% |
| 5Y | +91.7% | +107.4% | -15.6% | +13.3% |
| 10Y | +440.3% | +793.2% | -352.8% | +46.8% |
| All | +440.3% | +798.9% | -358.5% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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