+6,610.0%
AXP vs EFX
+6,408.3%
+201.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | +1.8% |
| 7D | -2.1% | -8.6% | +6.5% | +1.8% |
| 30D | -6.5% | +0.1% | -6.6% | -6.9% |
| 3M | +4.6% | +3.8% | +0.8% | +1.5% |
| 6M | +5.4% | -13.5% | +18.9% | +10.2% |
| YTD | -11.1% | -17.7% | +6.5% | -5.7% |
| 1Y | -0.3% | -25.6% | +25.3% | +10.0% |
| 3Y | +111.6% | -12.1% | +123.7% | +108.4% |
| 5Y | +117.6% | -33.8% | +151.4% | +137.9% |
| 10Y | +474.1% | +45.1% | +429.0% | +313.4% |
| All | +6,610.0% | +6,408.3% | +201.8% | +1,259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling