-0.3%
AXP vs ED
+12.4%
-12.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.5% |
| 7D | -2.1% | -0.2% | -1.9% | -2.2% |
| 30D | -6.5% | -0.1% | -6.4% | -6.6% |
| 3M | +4.6% | +3.9% | +0.7% | +6.1% |
| 6M | +5.4% | -3.0% | +8.5% | +4.1% |
| YTD | -11.1% | +10.7% | -21.8% | -9.4% |
| 1Y | -0.3% | +13.3% | -13.6% | +0.9% |
| All | -0.3% | +12.4% | -12.7% | +0.9% |
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