+455.5%
AXP vs EXPD
+313.3%
+142.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | 0.0% |
| 7D | +0.4% | -4.8% | +5.2% | +2.8% |
| 30D | +7.0% | -1.5% | +8.6% | +7.7% |
| 3M | -6.6% | +4.1% | -10.7% | -8.8% |
| 6M | +3.5% | +24.0% | -20.6% | -8.1% |
| YTD | -11.2% | +27.4% | -38.6% | -23.5% |
| 1Y | -10.2% | +38.4% | -48.5% | -26.2% |
| 3Y | +120.0% | +73.2% | +46.9% | +55.0% |
| 5Y | +95.6% | +59.9% | +35.7% | +40.6% |
| All | +455.5% | +313.3% | +142.2% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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