+170.1%
AXP vs EXE
+163.8%
+6.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -2.9% | +1.5% | -4.4% | -3.2% |
| 30D | +3.7% | -0.2% | +3.9% | +3.6% |
| 3M | -4.9% | -9.2% | +4.3% | -2.9% |
| 6M | +4.1% | -7.2% | +11.3% | +5.4% |
| YTD | -11.7% | -18.3% | +6.6% | -8.2% |
| 1Y | -11.7% | -23.6% | +11.9% | -6.7% |
| 3Y | +116.5% | +21.9% | +94.6% | +99.4% |
| 5Y | +89.5% | +73.7% | +15.8% | +57.7% |
| All | +170.1% | +163.8% | +6.4% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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