+425.5%
AXP vs ELF
+335.2%
+90.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -0.6% | +6.3% | -6.9% | -1.7% |
| 30D | +5.0% | +8.5% | -3.5% | +3.4% |
| 3M | -4.2% | +24.4% | -28.7% | -8.0% |
| 6M | +2.9% | +94.7% | -91.8% | -9.1% |
| YTD | -11.6% | +55.9% | -67.4% | -19.8% |
| 1Y | -11.1% | +48.4% | -59.5% | -18.8% |
| 3Y | +116.7% | +24.6% | +92.1% | +80.8% |
| 5Y | +89.6% | +285.0% | -195.4% | +14.6% |
| All | +425.5% | +335.2% | +90.2% | +163.3% |
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