-11.1%
AXP vs ECL
+19.9%
-31.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.1% |
| 7D | -0.1% | +2.9% | -3.0% | -1.3% |
| 30D | +4.4% | +7.5% | -3.0% | +1.5% |
| 3M | -6.4% | +12.2% | -18.7% | -10.6% |
| 6M | +4.2% | +24.6% | -20.4% | -4.9% |
| YTD | -12.4% | +18.8% | -31.1% | -20.7% |
| 1Y | -11.1% | +19.3% | -30.4% | -19.8% |
| All | -11.1% | +19.9% | -31.0% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling