+117.0%
AXP vs ES
+46.3%
+70.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.8% |
| 7D | +0.6% | +1.9% | -1.3% | +0.3% |
| 30D | +5.8% | +7.1% | -1.2% | +4.8% |
| 3M | -6.0% | -1.9% | -4.1% | -5.8% |
| 6M | +0.3% | +4.4% | -4.1% | -0.4% |
| YTD | -12.3% | +7.3% | -19.6% | -13.6% |
| 1Y | -11.2% | +2.1% | -13.4% | -12.2% |
| 3Y | +117.0% | +41.8% | +75.2% | +96.3% |
| All | +117.0% | +46.3% | +70.7% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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