+88.9%
AXP vs EFX
-29.4%
+118.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.9% | -2.0% | -0.9% | -2.2% |
| 30D | +3.7% | +27.9% | -24.2% | -5.6% |
| 3M | -4.9% | +3.8% | -8.7% | -6.9% |
| 6M | +4.1% | +13.0% | -8.9% | -2.3% |
| YTD | -11.7% | -12.4% | +0.7% | -9.2% |
| 1Y | -11.7% | -10.4% | -1.3% | -10.1% |
| 3Y | +116.5% | +4.4% | +112.1% | +95.2% |
| All | +88.9% | -29.4% | +118.3% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling