+403.0%
AXP vs ED
+143.7%
+259.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.1% | -1.7% | -0.4% | -1.6% |
| 30D | +2.7% | +10.7% | -8.0% | -0.5% |
| 3M | -7.3% | +11.6% | -18.9% | -10.5% |
| 6M | +1.8% | +13.5% | -11.7% | -2.4% |
| YTD | -13.1% | +23.1% | -36.2% | -19.3% |
| 1Y | -13.7% | +23.1% | -36.8% | -20.0% |
| 3Y | +113.1% | +47.9% | +65.2% | +79.3% |
| 5Y | +85.9% | +83.9% | +2.1% | +39.8% |
| All | +403.0% | +143.7% | +259.3% | +280.7% |
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