-0.3%
AXP vs ELV
+34.8%
-35.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.9% |
| 7D | -2.1% | +3.3% | -5.4% | -2.5% |
| 30D | -6.5% | +4.2% | -10.7% | -7.0% |
| 3M | +4.6% | -0.1% | +4.7% | +4.4% |
| 6M | +5.4% | +41.3% | -35.8% | +0.9% |
| YTD | -11.1% | +17.4% | -28.6% | -13.2% |
| 1Y | -0.3% | +35.1% | -35.4% | -4.0% |
| All | -0.3% | +34.8% | -35.1% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling