+224.6%
AXP vs ELAN
-17.0%
+241.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.6% | +8.9% | -9.5% | -3.4% |
| 30D | +5.0% | +16.8% | -11.8% | -0.3% |
| 3M | -4.2% | +20.1% | -24.4% | -10.0% |
| 6M | +2.9% | +13.2% | -10.2% | -2.5% |
| YTD | -11.6% | +18.3% | -29.8% | -18.4% |
| 1Y | -11.1% | +20.2% | -31.2% | -18.6% |
| 3Y | +116.7% | +150.6% | -33.8% | +40.5% |
| 5Y | +89.6% | -18.9% | +108.5% | +93.5% |
| All | +224.6% | -17.0% | +241.6% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling