+261.1%
AXP vs REPL
+39.1%
+221.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -1.9% | +0.9% |
| 7D | -1.1% | +14.2% | -15.3% | -1.6% |
| 30D | +5.2% | +65.9% | -60.6% | +3.2% |
| 3M | -4.6% | +84.6% | -89.2% | -6.9% |
| 6M | +3.2% | +446.9% | -443.7% | -6.4% |
| YTD | -11.3% | +129.0% | -140.4% | -18.8% |
| 1Y | -11.0% | +167.9% | -178.9% | -19.2% |
| 3Y | +120.2% | +93.9% | +26.3% | +73.4% |
| 5Y | +91.7% | -33.0% | +124.7% | +64.8% |
| All | +261.1% | +39.1% | +221.9% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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