+464.9%
AXP vs TRU
+138.6%
+326.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.3% |
| 7D | +0.6% | -7.2% | +7.8% | +4.0% |
| 30D | -4.3% | -2.8% | -1.5% | -3.4% |
| 3M | +4.7% | +13.0% | -8.3% | -2.5% |
| 6M | +9.0% | +0.7% | +8.3% | +6.4% |
| YTD | -11.1% | -9.0% | -2.1% | -9.7% |
| 1Y | +1.3% | -16.3% | +17.6% | +6.3% |
| 3Y | +114.5% | -1.1% | +115.5% | +93.9% |
| 5Y | +118.0% | -36.0% | +154.0% | +148.3% |
| 10Y | +464.9% | +139.9% | +325.0% | +295.1% |
| All | +464.9% | +138.6% | +326.3% | +295.1% |
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