+89.6%
AXP vs SCHG
+69.8%
+19.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.3% |
| 7D | -0.6% | -1.3% | +0.7% | +0.2% |
| 30D | +5.0% | -7.9% | +12.8% | +11.6% |
| 3M | -4.2% | -5.4% | +1.2% | -0.4% |
| 6M | +2.9% | -0.6% | +3.5% | +2.7% |
| YTD | -11.6% | +4.1% | -15.7% | -15.0% |
| 1Y | -11.1% | +2.8% | -13.9% | -13.7% |
| 3Y | +116.7% | +77.7% | +39.1% | +35.5% |
| 5Y | +89.6% | +71.3% | +18.3% | +16.2% |
| All | +89.6% | +69.8% | +19.8% | +16.2% |
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