+111.1%
AXP vs ENB
+67.6%
+43.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -6.5% | -2.2% | -4.3% | -6.1% |
| 3M | +4.6% | -10.5% | +15.2% | +7.0% |
| 6M | +5.4% | -5.1% | +10.5% | +6.0% |
| YTD | -11.1% | +9.0% | -20.1% | -15.1% |
| 1Y | -0.3% | +8.2% | -8.5% | -4.7% |
| All | +111.1% | +67.6% | +43.5% | +56.3% |
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 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