-10.9%
AXP vs SPYG
+8.5%
-19.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | -0.3% |
| 7D | -1.1% | 0.0% | -1.1% | -1.2% |
| 30D | +5.2% | -8.4% | +13.6% | +9.9% |
| 3M | -4.6% | -6.2% | +1.7% | -1.7% |
| 6M | +3.2% | -1.8% | +5.0% | +3.1% |
| YTD | -11.3% | +8.4% | -19.7% | -17.1% |
| All | -10.9% | +8.5% | -19.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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