+274.4%
AXP vs EOSE
-57.1%
+331.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | -0.6% |
| 7D | +0.6% | +41.4% | -40.9% | -1.4% |
| 30D | -4.3% | +3.6% | -8.0% | -4.8% |
| 3M | +4.7% | -35.7% | +40.4% | +6.4% |
| 6M | +9.0% | -29.9% | +38.8% | +9.2% |
| YTD | -11.1% | -62.5% | +51.3% | -9.0% |
| 1Y | +1.3% | -37.4% | +38.7% | 0.0% |
| 3Y | +114.5% | +55.8% | +58.7% | +91.1% |
| 5Y | +118.0% | -67.8% | +185.9% | +83.5% |
| All | +274.4% | -57.1% | +331.5% | +253.3% |
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