-6.7%
AXP vs ED
+27.1%
-33.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +2.8% |
| 7D | +4.6% | +5.4% | -0.8% | +5.9% |
| 30D | +9.7% | +16.4% | -6.6% | +14.3% |
| 3M | -3.8% | +11.9% | -15.7% | -1.0% |
| 6M | +4.8% | +11.6% | -6.8% | +7.4% |
| YTD | -9.1% | +24.1% | -33.2% | -3.3% |
| 1Y | -6.7% | +26.9% | -33.6% | +0.2% |
| All | -6.7% | +27.1% | -33.8% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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