+95.6%
AXP vs EXPE
+54.1%
+41.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.7% | +11.4% | +2.2% |
| 7D | +0.4% | -3.6% | +4.0% | +1.0% |
| 30D | +7.0% | +4.8% | +2.3% | +4.5% |
| 3M | -6.6% | -14.6% | +8.0% | -2.8% |
| 6M | +3.5% | +10.0% | -6.5% | -1.9% |
| YTD | -11.2% | -3.3% | -7.9% | -13.4% |
| 1Y | -10.2% | +28.4% | -38.5% | -21.5% |
| 3Y | +120.0% | +145.1% | -25.1% | +45.7% |
| 5Y | +95.6% | +51.6% | +43.9% | +53.4% |
| All | +95.6% | +54.1% | +41.5% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling