+114.9%
AXP vs EFX
+4.8%
+110.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | +4.4% | +25.1% | -20.7% | -2.4% |
| 3M | -6.4% | +1.7% | -8.1% | -7.2% |
| 6M | +4.2% | +18.4% | -14.2% | -2.3% |
| YTD | -12.4% | -12.5% | +0.2% | -9.8% |
| 1Y | -11.1% | -8.1% | -3.0% | -10.1% |
| 3Y | +114.9% | +4.8% | +110.1% | +101.5% |
| All | +114.9% | +4.8% | +110.0% | +101.5% |
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