+464.9%
AXP vs DE
+849.6%
-384.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.0% |
| 7D | +0.6% | +0.7% | -0.1% | +0.2% |
| 30D | -4.3% | +9.6% | -14.0% | -9.4% |
| 3M | +4.7% | +19.0% | -14.3% | -5.7% |
| 6M | +9.0% | +16.1% | -7.1% | -1.3% |
| YTD | -11.1% | +47.0% | -58.2% | -30.6% |
| 1Y | +1.3% | +43.1% | -41.9% | -19.9% |
| 3Y | +114.5% | +77.5% | +37.0% | +46.0% |
| 5Y | +118.0% | +96.4% | +21.7% | +33.1% |
| 10Y | +464.9% | +852.9% | -388.0% | +45.5% |
| All | +464.9% | +849.6% | -384.7% | +45.5% |
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