+3.9%
AXP vs XE
-62.9%
+66.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.0% | -6.0% | +0.8% |
| 7D | -1.1% | +7.6% | -8.7% | -1.4% |
| 30D | +5.2% | -18.6% | +23.8% | +6.0% |
| 3M | -4.6% | -50.7% | +46.2% | -2.0% |
| 6M | +3.2% | -63.0% | +66.2% | +5.9% |
| All | +3.9% | -62.9% | +66.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · 6 months rolling