+469.1%
AXP vs EXPD
+315.7%
+153.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | -2.1% | -1.1% | -1.0% | -1.6% |
| 30D | -6.5% | +4.1% | -10.6% | -8.5% |
| 3M | +4.6% | +17.9% | -13.3% | -4.2% |
| 6M | +5.4% | +29.2% | -23.8% | -8.8% |
| YTD | -11.1% | +27.4% | -38.5% | -23.2% |
| 1Y | -0.3% | +56.8% | -57.1% | -23.9% |
| 3Y | +111.6% | +68.0% | +43.5% | +51.9% |
| 5Y | +117.6% | +61.9% | +55.7% | +54.4% |
| All | +469.1% | +315.7% | +153.5% | +124.8% |
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