+1,331.9%
AXP vs SRE
+1,424.7%
-92.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.1% |
| 7D | +0.6% | -9.2% | +9.8% | +5.6% |
| 30D | +5.8% | -1.9% | +7.7% | +6.8% |
| 3M | -6.0% | -6.5% | +0.5% | -3.2% |
| 6M | +0.3% | -15.2% | +15.5% | +8.2% |
| YTD | -12.3% | -9.5% | -2.8% | -9.2% |
| 1Y | -11.2% | -13.2% | +2.0% | -6.1% |
| 3Y | +117.0% | +19.5% | +97.5% | +88.0% |
| 5Y | +93.2% | +43.6% | +49.6% | +49.8% |
| 10Y | +461.2% | +109.9% | +351.3% | +247.3% |
| All | +1,331.9% | +1,424.7% | -92.8% | +255.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling