+593.0%
BE vs AXP
+253.5%
+339.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.5% | -10.1% | -10.8% |
| 7D | -14.7% | +0.6% | -15.3% | -15.1% |
| 30D | -40.5% | +5.8% | -46.4% | -43.0% |
| 3M | -24.3% | -6.0% | -18.3% | -20.6% |
| 6M | -39.3% | +0.3% | -39.6% | -39.2% |
| YTD | +99.4% | -12.3% | +111.6% | +118.9% |
| 1Y | +26.6% | -11.2% | +37.8% | +38.2% |
| 3Y | +1,616.9% | +117.0% | +1,499.9% | +776.5% |
| 5Y | +441.4% | +93.2% | +348.2% | +207.1% |
| All | +593.0% | +253.5% | +339.4% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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