-11.2%
AXP vs ECL
+17.6%
-28.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | +0.6% | -0.8% | +1.3% | +1.0% |
| 30D | +5.8% | +8.1% | -2.3% | +2.7% |
| 3M | -6.0% | +6.4% | -12.4% | -8.2% |
| 6M | +0.3% | +14.8% | -14.5% | -5.0% |
| YTD | -12.3% | +15.5% | -27.7% | -19.4% |
| 1Y | -11.2% | +20.1% | -31.4% | -20.5% |
| All | -11.2% | +17.6% | -28.9% | -20.5% |
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 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