+448.7%
AXP vs ELF
+337.1%
+111.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -7.0% | -2.2% |
| 7D | +0.6% | +4.0% | -3.4% | -0.1% |
| 30D | +5.8% | +10.6% | -4.7% | +4.0% |
| 3M | -6.0% | +25.8% | -31.8% | -9.9% |
| 6M | +0.3% | +89.1% | -88.8% | -11.0% |
| YTD | -12.3% | +52.7% | -65.0% | -20.1% |
| 1Y | -11.2% | +51.7% | -63.0% | -19.3% |
| 3Y | +117.0% | +14.2% | +102.8% | +84.3% |
| 5Y | +93.2% | +270.7% | -177.5% | +17.8% |
| All | +448.7% | +337.1% | +111.6% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling