-6.7%
AXP vs EXPE
+48.9%
-55.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.5% | -8.4% | 0.0% |
| 7D | +4.6% | +14.6% | -10.0% | +1.5% |
| 30D | +9.7% | +21.4% | -11.7% | +5.1% |
| 3M | -3.8% | +1.4% | -5.1% | -4.5% |
| 6M | +4.8% | +28.6% | -23.8% | -1.7% |
| YTD | -9.1% | +12.1% | -21.2% | -13.6% |
| 1Y | -6.7% | +50.0% | -56.7% | -16.0% |
| All | -6.7% | +48.9% | -55.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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