+425.5%
AXP vs EXPE
+116.1%
+309.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.6% |
| 7D | -0.6% | -11.2% | +10.6% | +3.4% |
| 30D | +5.0% | -7.5% | +12.4% | +7.1% |
| 3M | -4.2% | -19.1% | +14.8% | +2.4% |
| 6M | +2.9% | +10.7% | -7.8% | -3.7% |
| YTD | -11.6% | -9.9% | -1.7% | -12.1% |
| 1Y | -11.1% | -4.6% | -6.5% | -13.9% |
| 3Y | +116.7% | +116.8% | -0.1% | +39.2% |
| 5Y | +89.6% | +38.6% | +51.0% | +39.7% |
| All | +425.5% | +116.1% | +309.4% | +143.4% |
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