+117.0%
AXP vs EXPE
+111.8%
+5.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -2.1% | -9.5% | +7.4% | +1.1% |
| 30D | -6.5% | -6.6% | +0.1% | -4.6% |
| 3M | +4.6% | +31.4% | -26.7% | -5.2% |
| 6M | +5.4% | +35.2% | -29.8% | -6.4% |
| YTD | -11.1% | +5.8% | -16.9% | -14.9% |
| 1Y | -0.3% | +38.7% | -39.0% | -14.1% |
| 3Y | +111.6% | +175.8% | -64.2% | +36.4% |
| All | +117.0% | +111.8% | +5.2% | +48.4% |
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