-10.9%
AXP vs EOSE
-89.7%
+78.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | +0.7% |
| 7D | -1.1% | +6.8% | -7.9% | -1.5% |
| 30D | +5.2% | -25.4% | +30.6% | +6.3% |
| 3M | -4.6% | -54.7% | +50.1% | -1.7% |
| 6M | +3.2% | -76.5% | +79.7% | +8.6% |
| YTD | -11.3% | -83.6% | +72.2% | -8.3% |
| All | -10.9% | -89.7% | +78.9% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling