+178.7%
AXP vs TE
-53.0%
+231.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -2.1% | -4.0% | +1.9% | -1.9% |
| 30D | -6.5% | -15.9% | +9.4% | -5.6% |
| 3M | +4.6% | -60.5% | +65.2% | +10.4% |
| 6M | +5.4% | -35.2% | +40.6% | +5.4% |
| YTD | -11.1% | -31.1% | +20.0% | -12.4% |
| 1Y | -0.3% | +148.6% | -149.0% | -14.7% |
| 3Y | +111.6% | -26.4% | +138.0% | +88.7% |
| 5Y | +117.6% | -48.0% | +165.6% | +93.4% |
| All | +178.7% | -53.0% | +231.7% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling