+177.0%
AXP vs TE
-78.2%
+255.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.3% |
| 7D | -2.9% | -22.0% | +19.1% | -1.3% |
| 30D | +3.7% | -33.6% | +37.4% | +6.3% |
| 3M | -4.9% | -61.1% | +56.2% | +0.8% |
| 6M | +4.1% | -64.7% | +68.8% | +8.7% |
| YTD | -11.7% | -68.1% | +56.4% | -8.6% |
| 1Y | -11.7% | -51.7% | +40.0% | -12.6% |
| 3Y | +116.5% | +42.0% | +74.5% | +73.2% |
| 5Y | +89.5% | -80.8% | +170.3% | +79.3% |
| All | +177.0% | -78.2% | +255.2% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling