+6,606.2%
AXP vs ENB
+11,329.0%
-4,722.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | +0.4% | -2.4% | +2.7% | +1.3% |
| 30D | +7.0% | +3.4% | +3.7% | +5.6% |
| 3M | -6.6% | -6.1% | -0.5% | -4.5% |
| 6M | +3.5% | -10.0% | +13.5% | +7.1% |
| YTD | -11.2% | +4.7% | -15.8% | -13.7% |
| 1Y | -10.2% | +7.5% | -17.7% | -13.7% |
| 3Y | +120.0% | +69.1% | +50.9% | +76.1% |
| 5Y | +95.6% | +50.4% | +45.2% | +63.9% |
| 10Y | +468.1% | +108.0% | +360.2% | +317.9% |
| All | +6,606.2% | +11,329.0% | -4,722.8% | +2,815.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling