+113.2%
AXP vs SPYG
+93.4%
+19.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -2.1% | +4.2% | -6.3% | -5.1% |
| 30D | +2.7% | -7.4% | +10.1% | +8.4% |
| 3M | -7.3% | -5.3% | -2.0% | -3.9% |
| 6M | +1.8% | -1.2% | +3.0% | +1.6% |
| YTD | -13.1% | +9.0% | -22.1% | -20.0% |
| 1Y | -13.7% | +8.8% | -22.5% | -20.5% |
| All | +113.2% | +93.4% | +19.8% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling