+3,702.2%
AXP vs EL
+1,685.7%
+2,016.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -2.3% |
| 7D | -2.1% | +0.8% | -2.9% | -2.5% |
| 30D | -6.5% | +19.8% | -26.4% | -13.9% |
| 3M | +4.6% | +25.7% | -21.1% | -5.6% |
| 6M | +5.4% | +5.4% | 0.0% | +0.5% |
| YTD | -11.1% | +0.2% | -11.3% | -15.0% |
| 1Y | -0.3% | +20.4% | -20.7% | -12.6% |
| 3Y | +111.6% | -32.1% | +143.7% | +115.4% |
| 5Y | +117.6% | -67.2% | +184.8% | +198.5% |
| 10Y | +474.1% | +31.7% | +442.4% | +312.9% |
| All | +3,702.2% | +1,685.7% | +2,016.5% | +860.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling