+440.3%
AXP vs EOG
+120.7%
+319.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.7% |
| 7D | -1.1% | -6.0% | +4.9% | +0.9% |
| 30D | +5.2% | +0.9% | +4.4% | +4.5% |
| 3M | -4.6% | +10.9% | -15.5% | -8.6% |
| 6M | +3.2% | +15.8% | -12.6% | -3.7% |
| YTD | -11.3% | +45.8% | -57.2% | -25.1% |
| 1Y | -11.0% | +45.3% | -56.3% | -24.8% |
| 3Y | +120.2% | +36.2% | +84.0% | +88.2% |
| 5Y | +91.7% | +94.0% | -2.2% | +35.2% |
| 10Y | +440.3% | +120.5% | +319.8% | +184.8% |
| All | +440.3% | +120.7% | +319.7% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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