+257.4%
AXP vs REPL
+35.1%
+222.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -1.5% |
| 7D | +0.6% | +22.8% | -22.2% | -0.2% |
| 30D | +5.8% | +63.8% | -58.0% | +3.8% |
| 3M | -6.0% | +68.1% | -74.1% | -8.0% |
| 6M | +0.3% | +528.5% | -528.2% | -9.8% |
| YTD | -12.3% | +122.4% | -134.7% | -19.5% |
| 1Y | -11.2% | +154.4% | -165.6% | -19.2% |
| 3Y | +117.0% | +68.0% | +49.0% | +73.1% |
| 5Y | +93.2% | -35.4% | +128.5% | +66.4% |
| All | +257.4% | +35.1% | +222.2% | +137.3% |
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