+116.7%
AXP vs TE
+11.3%
+105.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.3% | +0.2% |
| 7D | -0.6% | -26.9% | +26.2% | +0.9% |
| 30D | +5.0% | -38.9% | +43.9% | +7.4% |
| 3M | -4.2% | -61.0% | +56.8% | +0.1% |
| 6M | +2.9% | -66.4% | +69.3% | +6.7% |
| YTD | -11.6% | -69.0% | +57.4% | -9.1% |
| 1Y | -11.1% | -54.0% | +42.9% | -11.5% |
| 3Y | +116.7% | +38.0% | +78.7% | +85.9% |
| All | +116.7% | +11.3% | +105.4% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling