+440.3%
AXP vs EXEL
+445.6%
-5.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.5% |
| 7D | -1.1% | +2.3% | -3.4% | -1.6% |
| 30D | +5.2% | +19.8% | -14.6% | +1.7% |
| 3M | -4.6% | +32.7% | -37.3% | -9.6% |
| 6M | +3.2% | +49.0% | -45.7% | -4.5% |
| YTD | -11.3% | +63.7% | -75.0% | -19.8% |
| 1Y | -11.0% | +75.8% | -86.8% | -20.6% |
| 3Y | +120.2% | +241.3% | -121.1% | +69.3% |
| 5Y | +91.7% | +289.0% | -197.3% | +41.6% |
| 10Y | +440.3% | +377.6% | +62.7% | +277.6% |
| All | +440.3% | +445.6% | -5.2% | +277.6% |
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