+1,680.3%
AXP vs ELV
+2,444.2%
-763.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.4% |
| 7D | -2.1% | +3.3% | -5.4% | -3.5% |
| 30D | -6.5% | +4.2% | -10.7% | -8.2% |
| 3M | +4.6% | -0.1% | +4.7% | +3.9% |
| 6M | +5.4% | +41.3% | -35.8% | -10.0% |
| YTD | -11.1% | +17.4% | -28.6% | -18.9% |
| 1Y | -0.3% | +35.1% | -35.4% | -14.9% |
| 3Y | +111.6% | -3.2% | +114.8% | +99.3% |
| 5Y | +117.6% | +15.6% | +102.0% | +83.9% |
| 10Y | +474.1% | +276.8% | +197.3% | +174.3% |
| All | +1,680.3% | +2,444.2% | -763.9% | +281.6% |
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