-11.2%
AXP vs EXPE
+21.4%
-32.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -0.2% |
| 7D | +0.6% | -9.3% | +9.9% | +2.3% |
| 30D | +5.8% | +0.1% | +5.7% | +5.2% |
| 3M | -6.0% | -15.3% | +9.3% | -3.4% |
| 6M | +0.3% | +5.5% | -5.2% | -2.2% |
| YTD | -12.3% | -8.0% | -4.3% | -13.3% |
| 1Y | -11.2% | +18.9% | -30.1% | -16.4% |
| All | -11.2% | +21.4% | -32.6% | -16.4% |
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 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