+86.1%
AXP vs SPYG
+67.3%
+18.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.5% |
| 7D | -0.1% | +2.3% | -2.5% | -2.0% |
| 30D | +4.4% | -6.5% | +10.9% | +9.8% |
| 3M | -6.4% | -6.8% | +0.4% | -1.4% |
| 6M | +4.2% | -3.1% | +7.3% | +5.7% |
| YTD | -12.4% | +8.0% | -20.4% | -19.1% |
| 1Y | -11.1% | +10.2% | -21.3% | -19.4% |
| 3Y | +114.9% | +91.0% | +23.9% | +19.9% |
| All | +86.1% | +67.3% | +18.9% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling