+6,610.0%
AXP vs EOG
+7,415.7%
-805.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -6.5% | +8.2% | -14.7% | -8.7% |
| 3M | +4.6% | +3.8% | +0.8% | +2.8% |
| 6M | +5.4% | +15.3% | -9.9% | 0.0% |
| YTD | -11.1% | +41.7% | -52.8% | -20.8% |
| 1Y | -0.3% | +23.6% | -23.9% | -7.8% |
| 3Y | +111.6% | +23.3% | +88.3% | +93.8% |
| 5Y | +117.6% | +170.4% | -52.8% | +54.9% |
| 10Y | +474.1% | +125.5% | +348.6% | +293.6% |
| All | +6,610.0% | +7,415.7% | -805.6% | +2,534.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling