-11.6%
AXP vs EL
+26.4%
-38.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.6% | +7.6% | -8.3% | -1.6% |
| 30D | +5.0% | +15.7% | -10.7% | +2.8% |
| 3M | -4.2% | +30.5% | -34.8% | -8.0% |
| 6M | +2.9% | +32.5% | -29.6% | -1.6% |
| YTD | -11.6% | +9.4% | -21.0% | -16.6% |
| All | -11.6% | +26.4% | -38.1% | -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