+448.7%
AXP vs ED
+129.3%
+319.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -0.5% |
| 7D | +0.6% | +1.6% | -1.1% | +0.1% |
| 30D | +5.8% | +13.3% | -7.5% | +1.9% |
| 3M | -6.0% | +9.7% | -15.7% | -8.7% |
| 6M | +0.3% | +12.8% | -12.5% | -3.6% |
| YTD | -12.3% | +22.3% | -34.6% | -18.3% |
| 1Y | -11.2% | +26.3% | -37.5% | -18.4% |
| 3Y | +117.0% | +45.0% | +72.0% | +84.6% |
| 5Y | +93.2% | +80.2% | +13.0% | +47.2% |
| All | +448.7% | +129.3% | +319.4% | +321.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling