+118.0%
AXP vs SCHG
+82.9%
+35.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.6% |
| 7D | +0.6% | -0.1% | +0.6% | +0.6% |
| 30D | -4.3% | -1.5% | -2.9% | -3.2% |
| 3M | +4.7% | +4.4% | +0.3% | +1.0% |
| 6M | +9.0% | +15.7% | -6.7% | -3.3% |
| YTD | -11.1% | +8.3% | -19.4% | -16.8% |
| 1Y | +1.3% | +14.2% | -12.9% | -9.4% |
| 3Y | +114.5% | +88.3% | +26.2% | +29.3% |
| 5Y | +118.0% | +83.5% | +34.6% | +29.6% |
| All | +118.0% | +82.9% | +35.1% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling