+469.1%
AXP vs EXEL
+400.1%
+69.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.1% | +8.4% | -10.5% | -3.5% |
| 30D | -6.5% | +4.1% | -10.6% | -7.3% |
| 3M | +4.6% | +12.4% | -7.8% | +2.3% |
| 6M | +5.4% | +41.5% | -36.1% | -1.4% |
| YTD | -11.1% | +34.6% | -45.8% | -16.3% |
| 1Y | -0.3% | +57.9% | -58.2% | -9.2% |
| 3Y | +111.6% | +159.5% | -47.9% | +72.5% |
| 5Y | +117.6% | +198.5% | -80.9% | +70.3% |
| All | +469.1% | +400.1% | +69.1% | +301.0% |
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