-6.7%
AXP vs ENB
+9.4%
-16.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.1% |
| 7D | +4.6% | +0.5% | +4.1% | +4.7% |
| 30D | +9.7% | +6.0% | +3.8% | +11.4% |
| 3M | -3.8% | -7.4% | +3.6% | -5.9% |
| 6M | +4.8% | -8.5% | +13.3% | +2.4% |
| YTD | -9.1% | +6.1% | -15.2% | -8.9% |
| 1Y | -6.7% | +9.4% | -16.1% | -7.3% |
| All | -6.7% | +9.4% | -16.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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