+175.2%
AXP vs TE
-75.9%
+251.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.5% |
| 7D | +0.6% | -12.6% | +13.2% | +1.4% |
| 30D | +5.8% | -36.7% | +42.6% | +8.8% |
| 3M | -6.0% | -57.5% | +51.5% | -1.0% |
| 6M | +0.3% | -55.2% | +55.5% | +2.8% |
| YTD | -12.3% | -64.7% | +52.4% | -9.8% |
| 1Y | -11.2% | -35.9% | +24.6% | -14.1% |
| 3Y | +117.0% | -31.8% | +148.8% | +87.1% |
| 5Y | +93.2% | -79.4% | +172.6% | +81.8% |
| All | +175.2% | -75.9% | +251.0% | +139.0% |
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