+95.6%
AXP vs EL
-65.9%
+161.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.3% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | +7.0% | +15.3% | -8.3% | +3.1% |
| 3M | -6.6% | +24.2% | -30.8% | -12.3% |
| 6M | +3.5% | +30.9% | -27.4% | -4.5% |
| YTD | -11.2% | +3.9% | -15.0% | -14.3% |
| 1Y | -10.2% | +19.9% | -30.0% | -17.0% |
| 3Y | +120.0% | +2.5% | +117.5% | +96.6% |
| 5Y | +95.6% | -66.7% | +162.3% | +179.4% |
| All | +95.6% | -65.9% | +161.4% | +179.4% |
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 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