+111.1%
AXP vs ED
+34.8%
+76.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.3% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -6.5% | -0.1% | -6.4% | -6.5% |
| 3M | +4.6% | +3.9% | +0.7% | +5.2% |
| 6M | +5.4% | -3.0% | +8.5% | +5.1% |
| YTD | -11.1% | +10.7% | -21.8% | -10.4% |
| 1Y | -0.3% | +13.3% | -13.6% | +0.6% |
| All | +111.1% | +34.8% | +76.2% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling