+407.0%
AXP vs FIVE
+504.2%
-97.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.1% | +2.7% | -2.8% | -0.9% |
| 30D | +4.4% | +12.7% | -8.2% | +0.8% |
| 3M | -6.4% | +2.1% | -8.5% | -7.4% |
| 6M | +4.2% | +17.5% | -13.3% | -2.1% |
| YTD | -12.4% | +31.0% | -43.3% | -20.8% |
| 1Y | -11.1% | +67.7% | -78.9% | -25.5% |
| 3Y | +114.9% | +43.4% | +71.5% | +74.6% |
| 5Y | +87.4% | +18.1% | +69.3% | +55.5% |
| All | +407.0% | +504.2% | -97.2% | +168.2% |
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