+119.7%
AXP vs ENB
+68.0%
+51.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | +0.4% | -2.4% | +2.7% | +0.7% |
| 30D | +7.0% | +3.4% | +3.7% | +6.5% |
| 3M | -6.6% | -6.1% | -0.5% | -5.7% |
| 6M | +3.5% | -10.0% | +13.5% | +4.9% |
| YTD | -11.2% | +4.7% | -15.8% | -14.5% |
| 1Y | -10.2% | +7.5% | -17.7% | -14.5% |
| All | +119.7% | +68.0% | +51.7% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling