+111.1%
AXP vs EFX
-11.7%
+122.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | +0.8% |
| 7D | -2.1% | -8.6% | +6.5% | +0.5% |
| 30D | -6.5% | +0.1% | -6.6% | -6.8% |
| 3M | +4.6% | +3.8% | +0.8% | +2.6% |
| 6M | +5.4% | -13.5% | +18.9% | +9.3% |
| YTD | -11.1% | -17.7% | +6.5% | -6.7% |
| 1Y | -0.3% | -25.6% | +25.3% | +7.8% |
| All | +111.1% | -11.7% | +122.7% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling