+835.3%
AXP vs EXPE
+769.8%
+65.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.7% | +11.4% | +2.8% |
| 7D | +0.4% | -3.6% | +4.0% | +1.1% |
| 30D | +7.0% | +4.8% | +2.3% | +4.3% |
| 3M | -6.6% | -14.6% | +8.0% | -2.4% |
| 6M | +3.5% | +10.0% | -6.5% | -2.5% |
| YTD | -11.2% | -3.3% | -7.9% | -13.8% |
| 1Y | -10.2% | +28.4% | -38.5% | -22.4% |
| 3Y | +120.0% | +145.1% | -25.1% | +42.6% |
| 5Y | +95.6% | +51.6% | +43.9% | +44.0% |
| 10Y | +468.1% | +128.8% | +339.3% | +222.6% |
| All | +835.3% | +769.8% | +65.5% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling