+1,657.5%
AXP vs ELV
+2,568.9%
-911.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +0.6% | +1.3% | -0.7% | 0.0% |
| 30D | +5.8% | +5.3% | +0.6% | +3.5% |
| 3M | -6.0% | +9.2% | -15.2% | -9.7% |
| 6M | +0.3% | +14.5% | -14.2% | -6.3% |
| YTD | -12.3% | +23.2% | -35.5% | -21.7% |
| 1Y | -11.2% | +38.0% | -49.3% | -24.7% |
| 3Y | +117.0% | -1.5% | +118.6% | +102.8% |
| 5Y | +93.2% | +8.5% | +84.7% | +68.6% |
| 10Y | +461.2% | +309.5% | +151.7% | +158.9% |
| All | +1,657.5% | +2,568.9% | -911.4% | +268.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling