+464.9%
AXP vs ELV
+265.4%
+199.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.5% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -4.3% | +2.0% | -6.3% | -5.1% |
| 3M | +4.7% | -3.5% | +8.2% | +5.4% |
| 6M | +9.0% | +40.2% | -31.2% | -5.7% |
| YTD | -11.1% | +15.8% | -27.0% | -18.0% |
| 1Y | +1.3% | +33.2% | -31.9% | -12.3% |
| 3Y | +114.5% | -6.2% | +120.7% | +106.0% |
| 5Y | +118.0% | +16.4% | +101.6% | +80.5% |
| 10Y | +464.9% | +259.8% | +205.2% | +203.4% |
| All | +464.9% | +265.4% | +199.5% | +203.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling