+1.9%
AXP vs XE
-62.6%
+64.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.7% |
| 7D | -2.1% | +25.1% | -27.2% | -2.8% |
| 30D | +2.7% | -11.5% | +14.1% | +3.1% |
| 3M | -7.3% | -44.7% | +37.4% | -5.2% |
| 6M | +1.8% | -64.5% | +66.3% | +4.7% |
| All | +1.9% | -62.6% | +64.5% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling