+117.0%
AXP vs EXC
+26.3%
+90.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.3% |
| 7D | +0.6% | -1.2% | +1.8% | +0.6% |
| 30D | +5.8% | +10.0% | -4.1% | +6.2% |
| 3M | -6.0% | +1.6% | -7.6% | -6.0% |
| 6M | +0.3% | +3.3% | -3.0% | +0.4% |
| YTD | -12.3% | +7.6% | -19.8% | -12.4% |
| 1Y | -11.2% | +3.5% | -14.7% | -11.3% |
| 3Y | +117.0% | +27.7% | +89.4% | +111.0% |
| All | +117.0% | +26.3% | +90.8% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling