+448.7%
AXP vs EXEL
+461.0%
-12.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +5.8% | +19.0% | -13.2% | +2.5% |
| 3M | -6.0% | +33.3% | -39.3% | -11.0% |
| 6M | +0.3% | +42.9% | -42.6% | -6.5% |
| YTD | -12.3% | +58.7% | -71.0% | -20.1% |
| 1Y | -11.2% | +70.5% | -81.8% | -20.3% |
| 3Y | +117.0% | +233.8% | -116.8% | +67.9% |
| 5Y | +93.2% | +259.3% | -166.2% | +45.1% |
| All | +448.7% | +461.0% | -12.4% | +267.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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