+448.7%
AXP vs ESI
+312.6%
+136.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -2.1% |
| 7D | +0.6% | -8.5% | +9.1% | +4.2% |
| 30D | +5.8% | -15.7% | +21.5% | +13.1% |
| 3M | -6.0% | -18.2% | +12.2% | +1.0% |
| 6M | +0.3% | -28.8% | +29.1% | +12.3% |
| YTD | -12.3% | +26.3% | -38.5% | -27.5% |
| 1Y | -11.2% | +18.2% | -29.5% | -24.4% |
| 3Y | +117.0% | +68.1% | +48.9% | +49.6% |
| 5Y | +93.2% | +28.8% | +64.4% | +48.8% |
| All | +448.7% | +312.6% | +136.1% | +134.8% |
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