+448.7%
AXP vs ENB
+100.6%
+348.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | +0.3% |
| 7D | +0.6% | -5.2% | +5.8% | +3.9% |
| 30D | +5.8% | +2.2% | +3.6% | +4.3% |
| 3M | -6.0% | -8.1% | +2.0% | -1.4% |
| 6M | +0.3% | -11.2% | +11.5% | +6.8% |
| YTD | -12.3% | +2.0% | -14.3% | -15.6% |
| 1Y | -11.2% | +4.1% | -15.3% | -15.9% |
| 3Y | +117.0% | +64.7% | +52.3% | +47.6% |
| 5Y | +93.2% | +46.6% | +46.6% | +41.3% |
| All | +448.7% | +100.6% | +348.1% | +197.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling