+85.9%
AXP vs EFV
+92.8%
-6.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.4% |
| 7D | -2.1% | +0.7% | -2.9% | -2.9% |
| 30D | +2.7% | +2.0% | +0.6% | +0.5% |
| 3M | -7.3% | -1.6% | -5.6% | -5.8% |
| 6M | +1.8% | +5.8% | -4.0% | -4.3% |
| YTD | -13.1% | +15.6% | -28.7% | -26.5% |
| 1Y | -13.7% | +19.0% | -32.7% | -29.2% |
| 3Y | +113.1% | +90.7% | +22.4% | +0.5% |
| 5Y | +85.9% | +92.8% | -6.8% | -11.6% |
| All | +85.9% | +92.8% | -6.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling