+118.0%
AXP vs ELAN
-29.1%
+147.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.5% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -4.3% | +8.4% | -12.7% | -6.2% |
| 3M | +4.7% | +1.2% | +3.5% | +3.9% |
| 6M | +9.0% | +2.6% | +6.4% | +6.9% |
| YTD | -11.1% | +5.9% | -17.1% | -13.7% |
| 1Y | +1.3% | +25.8% | -24.5% | -6.0% |
| 3Y | +114.5% | +106.8% | +7.7% | +63.8% |
| 5Y | +118.0% | -29.3% | +147.3% | +148.5% |
| All | +118.0% | -29.1% | +147.2% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling