+440.3%
AXP vs FIVE
+596.6%
-156.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | -0.6% |
| 7D | -1.1% | +6.2% | -7.3% | -2.9% |
| 30D | +5.2% | +18.2% | -12.9% | +0.2% |
| 3M | -4.6% | +3.8% | -8.4% | -6.1% |
| 6M | +3.2% | +13.7% | -10.5% | -2.1% |
| YTD | -11.3% | +34.7% | -46.1% | -20.6% |
| 1Y | -11.0% | +66.6% | -77.7% | -25.3% |
| 3Y | +120.2% | +44.3% | +75.9% | +78.7% |
| 5Y | +91.7% | +18.8% | +73.0% | +59.0% |
| 10Y | +440.3% | +569.2% | -128.9% | +179.5% |
| All | +440.3% | +596.6% | -156.2% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling