-11.6%
AXP vs ELAN
+20.3%
-32.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.6% | +8.9% | -9.5% | -2.0% |
| 30D | +5.0% | +16.8% | -11.8% | +2.3% |
| 3M | -4.2% | +20.1% | -24.4% | -7.1% |
| 6M | +2.9% | +13.2% | -10.2% | +0.6% |
| YTD | -11.6% | +18.3% | -29.8% | -15.4% |
| All | -11.6% | +20.3% | -32.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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