+119.7%
AXP vs ECL
+81.2%
+38.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.0% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | +7.0% | +8.9% | -1.9% | +3.3% |
| 3M | -6.6% | +7.4% | -14.0% | -9.4% |
| 6M | +3.5% | +19.3% | -15.9% | -4.3% |
| YTD | -11.2% | +17.4% | -28.6% | -17.6% |
| 1Y | -10.2% | +19.4% | -29.6% | -17.4% |
| All | +119.7% | +81.2% | +38.5% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling