-13.7%
AXP vs ENB
+3.4%
-17.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.5% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +2.7% | +1.4% | +1.3% | +3.0% |
| 3M | -7.3% | -5.2% | -2.1% | -8.7% |
| 6M | +1.8% | -9.9% | +11.7% | -1.1% |
| YTD | -13.1% | +4.7% | -17.7% | -12.7% |
| 1Y | -13.7% | +2.8% | -16.5% | -13.2% |
| All | -13.7% | +3.4% | -17.1% | -13.2% |
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