+174.8%
AXP vs TE
-80.5%
+255.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.0% |
| 7D | -0.1% | -19.1% | +18.9% | +1.3% |
| 30D | +4.4% | -34.1% | +38.6% | +7.1% |
| 3M | -6.4% | -60.1% | +53.7% | -0.9% |
| 6M | +4.2% | -66.0% | +70.1% | +9.0% |
| YTD | -12.4% | -71.4% | +59.0% | -8.6% |
| 1Y | -11.1% | -45.3% | +34.2% | -12.9% |
| 3Y | +114.9% | +9.1% | +105.7% | +76.5% |
| 5Y | +87.4% | -82.6% | +170.0% | +78.5% |
| All | +174.8% | -80.5% | +255.3% | +142.1% |
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