+440.3%
AXP vs EL
+63.1%
+377.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | 0.0% |
| 7D | -1.1% | +8.0% | -9.1% | -3.8% |
| 30D | +5.2% | +15.4% | -10.2% | -0.3% |
| 3M | -4.6% | +28.5% | -33.1% | -13.7% |
| 6M | +3.2% | +32.2% | -29.0% | -8.3% |
| YTD | -11.3% | +9.2% | -20.5% | -17.6% |
| 1Y | -11.0% | +30.8% | -41.8% | -23.1% |
| 3Y | +120.2% | +3.7% | +116.5% | +90.1% |
| 5Y | +91.7% | -64.8% | +156.5% | +180.3% |
| 10Y | +440.3% | +60.0% | +380.3% | +356.7% |
| All | +440.3% | +63.1% | +377.3% | +356.7% |
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