-11.6%
AXP vs SPG
+33.4%
-45.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -0.6% | +5.6% | -6.2% | -2.8% |
| 30D | +5.0% | +17.6% | -12.6% | -1.5% |
| 3M | -4.2% | +7.5% | -11.7% | -7.0% |
| 6M | +2.9% | +18.5% | -15.6% | -4.8% |
| YTD | -11.6% | +30.9% | -42.5% | -22.8% |
| All | -11.6% | +33.4% | -45.1% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling