+440.3%
AXP vs ESI
+323.5%
+116.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -1.2% |
| 7D | -1.1% | -3.5% | +2.3% | +0.1% |
| 30D | +5.2% | -9.3% | +14.5% | +8.9% |
| 3M | -4.6% | -12.8% | +8.2% | -0.4% |
| 6M | +3.2% | -24.6% | +27.8% | +12.8% |
| YTD | -11.3% | +32.7% | -44.1% | -28.4% |
| 1Y | -11.0% | +20.3% | -31.3% | -24.6% |
| 3Y | +120.2% | +80.2% | +40.0% | +47.0% |
| 5Y | +91.7% | +40.0% | +51.8% | +42.4% |
| 10Y | +440.3% | +310.8% | +129.6% | +130.1% |
| All | +440.3% | +323.5% | +116.9% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling