+6,763.5%
AXP vs EXC
+2,499.9%
+4,263.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.5% |
| 7D | +4.6% | +3.3% | +1.3% | +3.2% |
| 30D | +9.7% | +13.3% | -3.5% | +4.0% |
| 3M | -3.8% | +1.8% | -5.6% | -4.7% |
| 6M | +4.8% | +1.1% | +3.7% | +3.7% |
| YTD | -9.1% | +9.0% | -18.1% | -13.5% |
| 1Y | -6.7% | +3.4% | -10.1% | -9.4% |
| 3Y | +125.2% | +27.7% | +97.5% | +94.7% |
| 5Y | +105.0% | +43.1% | +61.8% | +66.2% |
| 10Y | +481.5% | +182.0% | +299.5% | +247.8% |
| All | +6,763.5% | +2,499.9% | +4,263.5% | +1,795.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling