+407.0%
AXP vs EXPE
+123.5%
+283.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +4.4% | -6.1% | +10.5% | +6.0% |
| 3M | -6.4% | -21.3% | +14.9% | +1.2% |
| 6M | +4.2% | +19.0% | -14.8% | -5.4% |
| YTD | -12.4% | -8.4% | -3.9% | -13.5% |
| 1Y | -11.1% | -2.8% | -8.3% | -14.6% |
| 3Y | +114.9% | +120.8% | -5.9% | +36.9% |
| 5Y | +87.4% | +46.2% | +41.2% | +34.7% |
| All | +407.0% | +123.5% | +283.5% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling