-11.2%
AXP vs EXPD
+35.2%
-46.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.8% |
| 7D | +0.6% | -7.2% | +7.8% | +1.9% |
| 30D | +5.8% | -3.3% | +9.1% | +6.4% |
| 3M | -6.0% | +3.4% | -9.4% | -6.7% |
| 6M | +0.3% | +22.7% | -22.4% | -3.5% |
| YTD | -12.3% | +24.5% | -36.8% | -16.9% |
| 1Y | -11.2% | +38.6% | -49.9% | -17.8% |
| All | -11.2% | +35.2% | -46.4% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling