+448.7%
AXP vs EL
+56.3%
+392.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -2.0% |
| 7D | +0.6% | +0.8% | -0.2% | +0.2% |
| 30D | +5.8% | +16.5% | -10.7% | -0.1% |
| 3M | -6.0% | +29.2% | -35.2% | -15.3% |
| 6M | +0.3% | +27.9% | -27.6% | -9.8% |
| YTD | -12.3% | +6.2% | -18.5% | -17.6% |
| 1Y | -11.2% | +27.2% | -38.4% | -22.6% |
| 3Y | +117.0% | +3.2% | +113.8% | +87.0% |
| 5Y | +93.2% | -66.0% | +159.2% | +186.4% |
| All | +448.7% | +56.3% | +392.4% | +366.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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