+89.6%
AXP vs EXPD
+55.6%
+34.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.4% |
| 7D | +0.6% | -7.2% | +7.8% | +3.4% |
| 30D | +5.8% | -3.3% | +9.1% | +7.0% |
| 3M | -6.0% | +3.4% | -9.4% | -7.5% |
| 6M | +0.3% | +22.7% | -22.4% | -8.0% |
| YTD | -12.3% | +24.5% | -36.8% | -21.0% |
| 1Y | -11.2% | +38.6% | -49.9% | -23.8% |
| 3Y | +117.0% | +71.5% | +45.5% | +65.4% |
| All | +89.6% | +55.6% | +34.0% | +38.4% |
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