+428.4%
AXP vs ECL
+196.4%
+232.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.1% |
| 7D | -0.6% | +0.4% | -1.1% | -1.0% |
| 30D | +5.0% | +8.6% | -3.6% | -1.1% |
| 3M | -4.2% | +7.9% | -12.1% | -9.6% |
| 6M | +2.9% | +21.0% | -18.1% | -11.1% |
| YTD | -11.6% | +17.5% | -29.1% | -22.5% |
| 1Y | -11.1% | +19.7% | -30.7% | -23.2% |
| 3Y | +116.7% | +77.4% | +39.3% | +34.5% |
| 5Y | +89.6% | +38.7% | +50.9% | +40.6% |
| 10Y | +428.4% | +193.5% | +234.9% | +134.5% |
| All | +428.4% | +196.4% | +232.0% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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