+6,606.2%
AXP vs ED
+2,522.9%
+4,083.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | +0.4% | +5.2% | -4.8% | -2.0% |
| 30D | +7.0% | +15.5% | -8.5% | -0.3% |
| 3M | -6.6% | +13.0% | -19.6% | -12.2% |
| 6M | +3.5% | +13.1% | -9.7% | -3.1% |
| YTD | -11.2% | +25.3% | -36.5% | -21.4% |
| 1Y | -10.2% | +30.5% | -40.7% | -22.3% |
| 3Y | +120.0% | +49.3% | +70.7% | +72.2% |
| 5Y | +95.6% | +84.6% | +11.0% | +34.0% |
| 10Y | +468.1% | +135.4% | +332.7% | +223.9% |
| All | +6,606.2% | +2,522.9% | +4,083.3% | +847.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling