+1,612.9%
AXP vs SPXU
-100.0%
+1,712.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.6% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -6.5% | +0.8% | -7.4% | -6.1% |
| 3M | +4.6% | -4.7% | +9.3% | +3.6% |
| 6M | +5.4% | -29.6% | +35.0% | -7.0% |
| YTD | -11.1% | -29.9% | +18.8% | -21.2% |
| 1Y | -0.3% | -39.1% | +38.8% | -15.8% |
| 3Y | +111.6% | -80.0% | +191.6% | +29.1% |
| 5Y | +117.6% | -86.0% | +203.6% | +39.0% |
| 10Y | +474.1% | -99.5% | +573.6% | +45.8% |
| All | +1,612.9% | -100.0% | +1,712.9% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling