+120.2%
AXP vs EXE
+14.7%
+105.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -1.1% | -3.9% | +2.8% | -0.4% |
| 30D | +5.2% | -2.6% | +7.8% | +5.6% |
| 3M | -4.6% | -6.9% | +2.3% | -3.4% |
| 6M | +3.2% | -9.3% | +12.5% | +4.9% |
| YTD | -11.3% | -20.7% | +9.4% | -7.2% |
| 1Y | -11.0% | -21.8% | +10.8% | -6.7% |
| 3Y | +120.2% | +16.2% | +104.0% | +101.7% |
| All | +120.2% | +14.7% | +105.5% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling