+6,610.0%
AXP vs ED
+2,217.3%
+4,392.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -6.5% | -0.1% | -6.4% | -6.5% |
| 3M | +4.6% | +3.9% | +0.7% | +2.4% |
| 6M | +5.4% | -3.0% | +8.5% | +6.3% |
| YTD | -11.1% | +10.7% | -21.8% | -16.4% |
| 1Y | -0.3% | +13.3% | -13.6% | -7.7% |
| 3Y | +111.6% | +34.5% | +77.1% | +73.9% |
| 5Y | +117.6% | +67.1% | +50.4% | +55.9% |
| 10Y | +474.1% | +103.0% | +371.1% | +252.3% |
| All | +6,610.0% | +2,217.3% | +4,392.7% | +908.3% |
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