+6,763.5%
AXP vs ES
+1,247.8%
+5,515.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.4% |
| 7D | +4.6% | +5.3% | -0.7% | +2.6% |
| 30D | +9.7% | +8.9% | +0.8% | +6.2% |
| 3M | -3.8% | -1.9% | -1.8% | -3.3% |
| 6M | +4.8% | +3.9% | +0.9% | +2.8% |
| YTD | -9.1% | +8.3% | -17.4% | -12.8% |
| 1Y | -6.7% | -0.1% | -6.6% | -8.2% |
| 3Y | +125.2% | +46.0% | +79.2% | +86.6% |
| 5Y | +105.0% | +3.1% | +101.9% | +92.4% |
| 10Y | +481.5% | +88.4% | +393.0% | +322.5% |
| All | +6,763.5% | +1,247.8% | +5,515.7% | +2,355.8% |
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