+448.7%
AXP vs EFX
+66.3%
+382.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.3% |
| 7D | +0.6% | +2.7% | -2.1% | -0.5% |
| 30D | +5.8% | +33.1% | -27.3% | -6.6% |
| 3M | -6.0% | +8.2% | -14.2% | -10.0% |
| 6M | +0.3% | +10.2% | -9.9% | -5.8% |
| YTD | -12.3% | -11.8% | -0.4% | -10.2% |
| 1Y | -11.2% | -6.1% | -5.2% | -11.7% |
| 3Y | +117.0% | +7.5% | +109.5% | +93.0% |
| 5Y | +93.2% | -30.7% | +123.9% | +105.3% |
| All | +448.7% | +66.3% | +382.4% | +268.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling