+6,610.0%
AXP vs EXC
+2,353.7%
+4,256.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -6.5% | -3.7% | -2.8% | -5.1% |
| 3M | +4.6% | -1.3% | +5.9% | +4.9% |
| 6M | +5.4% | -9.7% | +15.1% | +9.4% |
| YTD | -11.1% | +2.9% | -14.0% | -13.3% |
| 1Y | -0.3% | +4.4% | -4.7% | -3.6% |
| 3Y | +111.6% | +22.2% | +89.4% | +86.3% |
| 5Y | +117.6% | +46.7% | +70.9% | +74.2% |
| 10Y | +474.1% | +155.3% | +318.8% | +258.0% |
| All | +6,610.0% | +2,353.7% | +4,256.3% | +1,802.1% |
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