+86.1%
AXP vs EXPE
+46.0%
+40.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +4.4% | -6.1% | +10.5% | +5.7% |
| 3M | -6.4% | -21.3% | +14.9% | -0.1% |
| 6M | +4.2% | +19.0% | -14.8% | -3.8% |
| YTD | -12.4% | -8.4% | -3.9% | -13.1% |
| 1Y | -11.1% | -2.8% | -8.3% | -13.8% |
| 3Y | +114.9% | +120.8% | -5.9% | +47.6% |
| All | +86.1% | +46.0% | +40.2% | +46.2% |
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