+675.5%
BE vs AXP
+257.2%
+418.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.0% | +10.9% | +11.1% |
| 7D | -1.2% | -1.1% | -0.1% | -0.2% |
| 30D | -30.9% | +5.2% | -36.1% | -33.4% |
| 3M | -11.6% | -4.6% | -7.0% | -8.4% |
| 6M | -25.7% | +3.2% | -28.9% | -27.3% |
| YTD | +123.1% | -11.3% | +134.5% | +143.0% |
| 1Y | +43.4% | -11.0% | +54.4% | +56.3% |
| 3Y | +1,683.6% | +120.2% | +1,563.5% | +800.4% |
| 5Y | +465.4% | +91.7% | +373.7% | +222.1% |
| All | +675.5% | +257.2% | +418.3% | +118.8% |
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