+117.0%
AXP vs EXPD
+61.6%
+55.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | -6.5% | +4.1% | -10.6% | -8.0% |
| 3M | +4.6% | +17.9% | -13.3% | -2.0% |
| 6M | +5.4% | +29.2% | -23.8% | -5.3% |
| YTD | -11.1% | +27.4% | -38.5% | -20.2% |
| 1Y | -0.3% | +56.8% | -57.1% | -18.6% |
| 3Y | +111.6% | +68.0% | +43.5% | +65.0% |
| All | +117.0% | +61.6% | +55.5% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling