+117.0%
AXP vs EOSE
-16.7%
+133.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -0.9% |
| 7D | +0.6% | -7.9% | +8.5% | +0.8% |
| 30D | +5.8% | -43.9% | +49.7% | +7.9% |
| 3M | -6.0% | -55.8% | +49.8% | -3.5% |
| 6M | +0.3% | -73.4% | +73.7% | +4.2% |
| YTD | -12.3% | -84.8% | +72.6% | -8.1% |
| 1Y | -11.2% | -88.6% | +77.4% | -6.3% |
| 3Y | +117.0% | -2.8% | +119.8% | +114.3% |
| All | +117.0% | -16.7% | +133.8% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling