+469.1%
AXP vs EAT
+390.6%
+78.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -6.5% | +1.9% | -8.4% | -7.4% |
| 3M | +4.6% | +68.7% | -64.0% | -10.3% |
| 6M | +5.4% | +66.9% | -61.5% | -10.4% |
| YTD | -11.1% | +60.4% | -71.5% | -24.0% |
| 1Y | -0.3% | +44.0% | -44.3% | -12.9% |
| 3Y | +111.6% | +604.7% | -493.1% | +10.8% |
| 5Y | +117.6% | +347.0% | -229.5% | +23.2% |
| All | +469.1% | +390.6% | +78.6% | +155.6% |
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