+448.7%
AXP vs EW
+236.3%
+212.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.7% |
| 7D | +0.6% | +11.0% | -10.4% | -3.2% |
| 30D | +5.8% | +19.1% | -13.2% | -0.8% |
| 3M | -6.0% | +14.4% | -20.4% | -10.8% |
| 6M | +0.3% | +22.8% | -22.5% | -7.5% |
| YTD | -12.3% | +19.8% | -32.1% | -18.7% |
| 1Y | -11.2% | +23.9% | -35.1% | -18.8% |
| 3Y | +117.0% | +52.2% | +64.8% | +71.7% |
| 5Y | +93.2% | -13.9% | +107.1% | +91.2% |
| All | +448.7% | +236.3% | +212.4% | +251.7% |
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