+938.2%
AXP vs EXR
+2,662.2%
-1,724.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -2.1% | -2.6% | +0.4% | -0.8% |
| 30D | -6.5% | -7.2% | +0.6% | -2.8% |
| 3M | +4.6% | -3.5% | +8.1% | +6.3% |
| 6M | +5.4% | -5.3% | +10.7% | +7.7% |
| YTD | -11.1% | +9.4% | -20.5% | -16.3% |
| 1Y | -0.3% | +1.3% | -1.6% | -2.6% |
| 3Y | +111.6% | +22.4% | +89.2% | +78.2% |
| 5Y | +117.6% | -12.2% | +129.8% | +111.2% |
| 10Y | +474.1% | +148.6% | +325.5% | +179.2% |
| All | +938.2% | +2,662.2% | -1,724.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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