+424.9%
AXP vs EW
+242.2%
+182.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.7% |
| 7D | -2.9% | +6.5% | -9.3% | -5.1% |
| 30D | +3.7% | +22.5% | -18.8% | -3.8% |
| 3M | -4.9% | +13.0% | -17.9% | -9.3% |
| 6M | +4.1% | +37.1% | -33.1% | -7.8% |
| YTD | -11.7% | +24.1% | -35.8% | -19.2% |
| 1Y | -11.7% | +24.2% | -36.0% | -19.3% |
| 3Y | +116.5% | +64.8% | +51.7% | +65.8% |
| 5Y | +89.5% | -7.4% | +96.9% | +81.9% |
| 10Y | +424.9% | +248.8% | +176.1% | +234.3% |
| All | +424.9% | +242.2% | +182.7% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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