+105.0%
AXP vs QLD
+90.1%
+14.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.5% |
| 7D | +4.6% | -9.4% | +14.0% | +8.3% |
| 30D | +9.7% | -17.1% | +26.8% | +17.0% |
| 3M | -3.8% | -10.4% | +6.6% | -0.6% |
| 6M | +4.8% | +0.7% | +4.1% | +1.9% |
| YTD | -9.1% | +17.7% | -26.8% | -17.4% |
| 1Y | -6.7% | +14.7% | -21.4% | -14.6% |
| 3Y | +125.2% | +169.6% | -44.4% | +42.3% |
| 5Y | +105.0% | +86.7% | +18.3% | +34.2% |
| All | +105.0% | +90.1% | +14.8% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 5y: compounded portfolio wealth divided by compounded QLD 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…
5y analysis · Full analysis span regression · 6 months rolling