+440.3%
AXP vs EXC
+176.1%
+264.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -1.1% | -1.7% | +0.6% | -0.3% |
| 30D | +5.2% | +9.3% | -4.1% | +0.7% |
| 3M | -4.6% | +1.0% | -5.6% | -5.3% |
| 6M | +3.2% | +5.9% | -2.7% | -0.3% |
| YTD | -11.3% | +7.6% | -19.0% | -16.0% |
| 1Y | -11.0% | +2.4% | -13.4% | -13.6% |
| 3Y | +120.2% | +30.2% | +89.9% | +81.3% |
| 5Y | +91.7% | +41.4% | +50.4% | +46.0% |
| 10Y | +440.3% | +183.8% | +256.6% | +229.4% |
| All | +440.3% | +176.1% | +264.2% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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