-11.7%
AXP vs EXE
-21.4%
+9.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -2.9% | +1.5% | -4.4% | -2.8% |
| 30D | +3.7% | -0.2% | +3.9% | +3.6% |
| 3M | -4.9% | -9.2% | +4.3% | -5.3% |
| 6M | +4.1% | -7.2% | +11.3% | +4.0% |
| YTD | -11.7% | -18.3% | +6.6% | -10.8% |
| 1Y | -11.7% | -23.6% | +11.9% | -9.1% |
| All | -11.7% | -21.4% | +9.7% | -9.1% |
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 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