+86.1%
AXP vs EL
-65.2%
+151.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -0.1% | +1.5% | -1.7% | -0.5% |
| 30D | +4.4% | +10.0% | -5.6% | +1.8% |
| 3M | -6.4% | +28.4% | -34.8% | -12.8% |
| 6M | +4.2% | +37.1% | -32.9% | -5.0% |
| YTD | -12.4% | +7.8% | -20.2% | -16.3% |
| 1Y | -11.1% | +26.0% | -37.2% | -18.9% |
| 3Y | +114.9% | +3.8% | +111.0% | +92.0% |
| All | +86.1% | -65.2% | +151.4% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling