+116.5%
AXP vs SRE
+22.5%
+94.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.9% | -5.6% | +2.8% | -1.2% |
| 30D | +3.7% | -4.5% | +8.2% | +5.0% |
| 3M | -4.9% | -7.7% | +2.8% | -2.9% |
| 6M | +4.1% | -14.4% | +18.5% | +8.6% |
| YTD | -11.7% | -9.4% | -2.3% | -10.2% |
| 1Y | -11.7% | -13.8% | +2.1% | -8.6% |
| All | +116.5% | +22.5% | +94.0% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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