+6,610.0%
AXP vs ES
+1,243.3%
+5,366.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -6.5% | -2.0% | -4.6% | -5.9% |
| 3M | +4.6% | +1.7% | +3.0% | +3.8% |
| 6M | +5.4% | -3.5% | +9.0% | +6.3% |
| YTD | -11.1% | +7.9% | -19.0% | -14.5% |
| 1Y | -0.3% | +17.2% | -17.5% | -7.9% |
| 3Y | +111.6% | +29.3% | +82.3% | +83.7% |
| 5Y | +117.6% | -5.7% | +123.3% | +111.6% |
| 10Y | +474.1% | +85.2% | +388.9% | +320.2% |
| All | +6,610.0% | +1,243.3% | +5,366.7% | +2,307.5% |
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