+428.4%
AXP vs EXEL
+363.4%
+65.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | 0.0% |
| 7D | -0.6% | -2.4% | +1.8% | -0.2% |
| 30D | +5.0% | +17.9% | -12.9% | +1.8% |
| 3M | -4.2% | +33.3% | -37.5% | -9.3% |
| 6M | +2.9% | +46.6% | -43.6% | -4.5% |
| YTD | -11.6% | +61.0% | -72.6% | -19.7% |
| 1Y | -11.1% | +70.4% | -81.5% | -20.2% |
| 3Y | +116.7% | +236.1% | -119.4% | +67.2% |
| 5Y | +89.6% | +284.8% | -195.2% | +40.4% |
| 10Y | +428.4% | +348.4% | +80.0% | +271.0% |
| All | +428.4% | +363.4% | +65.0% | +271.0% |
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