+117.0%
AXP vs ELF
+18.9%
+98.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -7.0% | -1.8% |
| 7D | +0.6% | +4.0% | -3.4% | +0.2% |
| 30D | +5.8% | +10.6% | -4.7% | +4.8% |
| 3M | -6.0% | +25.8% | -31.8% | -8.2% |
| 6M | +0.3% | +89.1% | -88.8% | -6.1% |
| YTD | -12.3% | +52.7% | -65.0% | -16.6% |
| 1Y | -11.2% | +51.7% | -63.0% | -15.7% |
| 3Y | +117.0% | +14.2% | +102.8% | +90.1% |
| All | +117.0% | +18.9% | +98.1% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling