+835.8%
AXP vs EXPE
+851.4%
-15.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.5% |
| 7D | -2.1% | -9.5% | +7.4% | +1.5% |
| 30D | -6.5% | -6.6% | +0.1% | -4.4% |
| 3M | +4.6% | +31.4% | -26.7% | -6.2% |
| 6M | +5.4% | +35.2% | -29.8% | -7.7% |
| YTD | -11.1% | +5.8% | -16.9% | -15.5% |
| 1Y | -0.3% | +38.7% | -39.0% | -15.4% |
| 3Y | +111.6% | +175.8% | -64.2% | +31.7% |
| 5Y | +117.6% | +111.8% | +5.7% | +42.0% |
| 10Y | +474.1% | +179.7% | +294.4% | +206.7% |
| All | +835.8% | +851.4% | -15.6% | +90.9% |
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