+407.0%
AXP vs EW
+254.3%
+152.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -0.1% | +4.9% | -5.0% | -1.9% |
| 30D | +4.4% | +23.9% | -19.5% | -3.6% |
| 3M | -6.4% | +15.8% | -22.2% | -11.6% |
| 6M | +4.2% | +31.7% | -27.5% | -6.4% |
| YTD | -12.4% | +25.7% | -38.1% | -20.3% |
| 1Y | -11.1% | +24.4% | -35.5% | -18.8% |
| 3Y | +114.9% | +65.9% | +49.0% | +63.9% |
| 5Y | +87.4% | -7.6% | +95.0% | +80.3% |
| All | +407.0% | +254.3% | +152.7% | +210.6% |
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