+171.1%
AXP vs EXE
+155.8%
+15.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -1.1% | -3.9% | +2.8% | -0.2% |
| 30D | +5.2% | -2.6% | +7.8% | +5.7% |
| 3M | -4.6% | -6.9% | +2.3% | -3.2% |
| 6M | +3.2% | -9.3% | +12.5% | +5.1% |
| YTD | -11.3% | -20.7% | +9.4% | -7.2% |
| 1Y | -11.0% | -21.8% | +10.8% | -6.6% |
| 3Y | +120.2% | +16.2% | +104.0% | +105.1% |
| 5Y | +91.7% | +61.1% | +30.6% | +62.0% |
| All | +171.1% | +155.8% | +15.3% | +99.2% |
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