+448.7%
AXP vs ELV
+303.6%
+145.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +0.6% | +1.3% | -0.7% | 0.0% |
| 30D | +5.8% | +5.3% | +0.6% | +3.6% |
| 3M | -6.0% | +9.2% | -15.2% | -9.4% |
| 6M | +0.3% | +14.5% | -14.2% | -5.8% |
| YTD | -12.3% | +23.2% | -35.5% | -21.1% |
| 1Y | -11.2% | +38.0% | -49.3% | -24.0% |
| 3Y | +117.0% | -1.5% | +118.6% | +104.5% |
| 5Y | +93.2% | +8.5% | +84.7% | +67.7% |
| All | +448.7% | +303.6% | +145.1% | +175.2% |
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