+799.4%
AXP vs EFV
+240.5%
+558.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | +0.3% |
| 7D | +0.6% | -0.7% | +1.2% | +1.3% |
| 30D | +5.8% | +0.9% | +4.9% | +4.8% |
| 3M | -6.0% | -3.6% | -2.5% | -2.4% |
| 6M | +0.3% | +2.5% | -2.2% | -2.7% |
| YTD | -12.3% | +13.2% | -25.5% | -24.0% |
| 1Y | -11.2% | +20.3% | -31.6% | -28.0% |
| 3Y | +117.0% | +84.9% | +32.1% | +10.1% |
| 5Y | +93.2% | +87.7% | +5.4% | -2.5% |
| 10Y | +461.2% | +160.7% | +300.4% | +109.2% |
| All | +799.4% | +240.5% | +558.8% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling