+424.9%
AXP vs TRU
+186.2%
+238.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.9% | 0.0% | -2.8% | -2.9% |
| 30D | +3.7% | +24.3% | -20.5% | -6.9% |
| 3M | -4.9% | +2.3% | -7.2% | -7.0% |
| 6M | +4.1% | +17.7% | -13.6% | -6.1% |
| YTD | -11.7% | -3.8% | -7.9% | -13.4% |
| 1Y | -11.7% | -0.3% | -11.4% | -15.0% |
| 3Y | +116.5% | +58.4% | +58.1% | +53.9% |
| 5Y | +89.5% | -24.0% | +113.5% | +94.5% |
| 10Y | +424.9% | +187.9% | +237.0% | +235.2% |
| All | +424.9% | +186.2% | +238.7% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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