+111.1%
AXP vs EOG
+22.4%
+88.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | -6.5% | +8.2% | -14.7% | -8.0% |
| 3M | +4.6% | +3.8% | +0.8% | +3.4% |
| 6M | +5.4% | +15.3% | -9.9% | +0.3% |
| YTD | -11.1% | +41.7% | -52.8% | -21.7% |
| 1Y | -0.3% | +23.6% | -23.9% | -7.6% |
| All | +111.1% | +22.4% | +88.7% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling