+119.7%
AXP vs SE
+64.7%
+55.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.4% | -1.4% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | +7.0% | -21.7% | +28.7% | +10.9% |
| 3M | -6.6% | -34.2% | +27.6% | -0.9% |
| 6M | +3.5% | -10.5% | +13.9% | +4.1% |
| YTD | -11.2% | -40.7% | +29.5% | -5.1% |
| 1Y | -10.2% | -52.1% | +41.9% | -1.0% |
| All | +119.7% | +64.7% | +55.0% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 3y: compounded portfolio wealth divided by compounded SE 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…
3y analysis · Full analysis span regression · 6 months rolling