+117.0%
AXP vs EL
-67.1%
+184.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.9% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -6.5% | +19.8% | -26.4% | -11.2% |
| 3M | +4.6% | +25.7% | -21.1% | -1.9% |
| 6M | +5.4% | +5.4% | 0.0% | +2.6% |
| YTD | -11.1% | +0.2% | -11.3% | -13.3% |
| 1Y | -0.3% | +20.4% | -20.7% | -8.2% |
| 3Y | +111.6% | -32.1% | +143.7% | +120.2% |
| All | +117.0% | -67.1% | +184.1% | +219.9% |
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