+266.3%
AXP vs EOSE
-82.0%
+348.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.5% | -1.1% |
| 7D | -2.1% | -3.7% | +1.6% | -2.0% |
| 30D | +2.7% | -22.0% | +24.6% | +3.5% |
| 3M | -7.3% | -57.3% | +50.0% | -3.9% |
| 6M | +1.8% | -77.7% | +79.4% | +8.3% |
| YTD | -13.1% | -84.2% | +71.1% | -7.5% |
| 1Y | -13.7% | -89.5% | +75.8% | -6.4% |
| 3Y | +113.1% | +41.4% | +71.7% | +89.3% |
| 5Y | +85.9% | -83.0% | +168.9% | +62.0% |
| All | +266.3% | -82.0% | +348.3% | +259.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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