+707.7%
BE vs AXP
+250.3%
+457.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.3% |
| 7D | +20.5% | -2.1% | +22.7% | +22.7% |
| 30D | -23.4% | +2.7% | -26.0% | -24.6% |
| 3M | -14.9% | -7.3% | -7.6% | -9.7% |
| 6M | -28.1% | +1.8% | -29.8% | -28.7% |
| YTD | +132.4% | -13.1% | +145.5% | +157.1% |
| 1Y | +59.4% | -13.7% | +73.1% | +78.2% |
| 3Y | +1,815.8% | +113.1% | +1,702.7% | +893.8% |
| 5Y | +491.3% | +85.9% | +405.4% | +245.3% |
| All | +707.7% | +250.3% | +457.4% | +131.6% |
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