+89.6%
AXP vs EOSE
-84.9%
+174.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -0.8% |
| 7D | +0.6% | -7.9% | +8.5% | +0.9% |
| 30D | +5.8% | -43.9% | +49.7% | +8.8% |
| 3M | -6.0% | -55.8% | +49.8% | -2.4% |
| 6M | +0.3% | -73.4% | +73.7% | +6.1% |
| YTD | -12.3% | -84.8% | +72.6% | -5.8% |
| 1Y | -11.2% | -88.6% | +77.4% | -3.5% |
| 3Y | +117.0% | -2.8% | +119.8% | +93.8% |
| All | +89.6% | -84.9% | +174.4% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling