+811.0%
AXP vs EFV
+258.8%
+552.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -2.1% | +1.5% | -3.6% | -3.7% |
| 30D | -6.5% | +1.7% | -8.3% | -8.3% |
| 3M | +4.6% | +8.6% | -4.0% | -4.4% |
| 6M | +5.4% | +11.7% | -6.3% | -6.9% |
| YTD | -11.1% | +19.3% | -30.4% | -27.1% |
| 1Y | -0.3% | +30.2% | -30.5% | -25.7% |
| 3Y | +111.6% | +91.6% | +20.0% | +3.5% |
| 5Y | +117.6% | +96.4% | +21.2% | +4.7% |
| 10Y | +474.1% | +166.5% | +307.6% | +108.8% |
| All | +811.0% | +258.8% | +552.2% | +170.9% |
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