+95.6%
AXP vs ECL
+41.4%
+54.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -0.7% |
| 7D | +0.4% | +1.7% | -1.3% | -0.5% |
| 30D | +7.0% | +8.9% | -1.9% | +2.2% |
| 3M | -6.6% | +7.4% | -14.0% | -10.3% |
| 6M | +3.5% | +19.3% | -15.9% | -6.5% |
| YTD | -11.2% | +17.4% | -28.6% | -19.4% |
| 1Y | -10.2% | +19.4% | -29.6% | -19.3% |
| 3Y | +120.0% | +80.5% | +39.6% | +52.1% |
| 5Y | +95.6% | +40.2% | +55.3% | +53.0% |
| All | +95.6% | +41.4% | +54.2% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling