+403.0%
AXP vs EAT
+319.3%
+83.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | -2.1% | -7.1% | +5.0% | -0.2% |
| 30D | +2.7% | -2.3% | +5.0% | +2.9% |
| 3M | -7.3% | -19.6% | +12.4% | -2.4% |
| 6M | +1.8% | +46.0% | -44.2% | -10.2% |
| YTD | -13.1% | +37.7% | -50.7% | -23.0% |
| 1Y | -13.7% | +73.8% | -87.5% | -28.9% |
| 3Y | +113.1% | +482.1% | -369.0% | +17.4% |
| 5Y | +85.9% | +362.5% | -276.5% | +3.6% |
| All | +403.0% | +319.3% | +83.7% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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