-11.7%
AXP vs EL
+25.2%
-36.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.9% | +0.3% | -3.1% | -2.9% |
| 30D | +3.7% | +12.3% | -8.6% | +2.0% |
| 3M | -4.9% | +28.4% | -33.3% | -8.5% |
| 6M | +4.1% | +36.7% | -32.7% | -1.0% |
| YTD | -11.7% | +8.4% | -20.1% | -16.6% |
| 1Y | -11.7% | +25.4% | -37.1% | -22.3% |
| All | -11.7% | +25.2% | -36.9% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling