+6,606.2%
AXP vs ES
+1,275.7%
+5,330.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -3.1% |
| 7D | +0.4% | +5.9% | -5.5% | -1.8% |
| 30D | +7.0% | +10.2% | -3.2% | +3.1% |
| 3M | -6.6% | +0.4% | -7.0% | -6.9% |
| 6M | +3.5% | +6.9% | -3.4% | +0.4% |
| YTD | -11.2% | +10.5% | -21.7% | -15.4% |
| 1Y | -10.2% | +3.2% | -13.4% | -12.7% |
| 3Y | +120.0% | +49.0% | +71.0% | +80.8% |
| 5Y | +95.6% | +4.5% | +91.1% | +82.6% |
| 10Y | +468.1% | +92.3% | +375.8% | +309.5% |
| All | +6,606.2% | +1,275.7% | +5,330.5% | +2,280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling