+403.0%
AXP vs SPG
+114.5%
+288.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -2.1% | +3.1% | -5.2% | -3.7% |
| 30D | +2.7% | +16.4% | -13.8% | -5.1% |
| 3M | -7.3% | +7.1% | -14.3% | -10.6% |
| 6M | +1.8% | +16.1% | -14.3% | -6.1% |
| YTD | -13.1% | +30.4% | -43.5% | -24.7% |
| 1Y | -13.7% | +33.0% | -46.7% | -26.0% |
| 3Y | +113.1% | +134.6% | -21.5% | +35.6% |
| 5Y | +85.9% | +84.9% | +1.0% | +31.6% |
| All | +403.0% | +114.5% | +288.5% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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