+467.1%
AXP vs SCHG
+443.8%
+23.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.7% |
| 7D | -2.5% | -0.9% | -1.6% | -1.7% |
| 30D | -5.0% | -2.3% | -2.7% | -3.1% |
| 3M | +1.4% | +4.5% | -3.2% | -2.8% |
| 6M | +6.0% | +13.6% | -7.6% | -5.9% |
| YTD | -12.3% | +7.6% | -19.9% | -18.2% |
| 1Y | +0.3% | +13.0% | -12.8% | -10.9% |
| 3Y | +111.7% | +87.0% | +24.7% | +17.6% |
| 5Y | +114.5% | +82.9% | +31.7% | +19.6% |
| 10Y | +467.1% | +453.6% | +13.4% | -4.0% |
| All | +467.1% | +443.8% | +23.2% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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