-11.2%
AXP vs ED
+26.3%
-37.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -1.7% |
| 7D | +0.6% | +1.6% | -1.1% | +0.9% |
| 30D | +5.8% | +13.3% | -7.5% | +9.4% |
| 3M | -6.0% | +9.7% | -15.7% | -3.8% |
| 6M | +0.3% | +12.8% | -12.5% | +3.8% |
| YTD | -12.3% | +22.3% | -34.6% | -7.3% |
| 1Y | -11.2% | +26.3% | -37.5% | -5.0% |
| All | -11.2% | +26.3% | -37.6% | -5.0% |
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