+117.0%
AXP vs DE
+92.1%
+24.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.1% | +10.0% | -12.1% | -5.7% |
| 30D | -6.5% | +13.3% | -19.9% | -11.2% |
| 3M | +4.6% | +17.5% | -12.9% | -2.5% |
| 6M | +5.4% | +13.6% | -8.1% | -0.8% |
| YTD | -11.1% | +49.8% | -60.9% | -26.8% |
| 1Y | -0.3% | +47.9% | -48.2% | -17.6% |
| 3Y | +111.6% | +72.5% | +39.0% | +60.8% |
| All | +117.0% | +92.1% | +24.9% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling