+116.7%
AXP vs EXC
+29.1%
+87.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +5.0% | +9.0% | -4.1% | +5.3% |
| 3M | -4.2% | +3.3% | -7.5% | -4.2% |
| 6M | +2.9% | +5.7% | -2.7% | +3.1% |
| YTD | -11.6% | +7.3% | -18.9% | -11.7% |
| 1Y | -11.1% | +2.9% | -14.0% | -11.1% |
| 3Y | +116.7% | +29.3% | +87.4% | +109.0% |
| All | +116.7% | +29.1% | +87.6% | +109.0% |
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