-13.7%
AXP vs EXE
-24.1%
+10.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.1% | +3.6% | -5.7% | -2.0% |
| 30D | +2.7% | -4.3% | +7.0% | +2.5% |
| 3M | -7.3% | -7.7% | +0.4% | -7.6% |
| 6M | +1.8% | -7.2% | +9.0% | +1.7% |
| YTD | -13.1% | -18.5% | +5.5% | -12.3% |
| 1Y | -13.7% | -24.4% | +10.6% | -11.2% |
| All | -13.7% | -24.1% | +10.3% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling