+424.9%
AXP vs ESI
+323.9%
+101.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -1.8% |
| 7D | -2.9% | +1.8% | -4.7% | -3.9% |
| 30D | +3.7% | -6.6% | +10.3% | +6.0% |
| 3M | -4.9% | -9.4% | +4.5% | -2.4% |
| 6M | +4.1% | -24.1% | +28.2% | +13.5% |
| YTD | -11.7% | +37.1% | -48.8% | -29.7% |
| 1Y | -11.7% | +24.5% | -36.3% | -26.4% |
| 3Y | +116.5% | +83.2% | +33.3% | +43.6% |
| 5Y | +89.5% | +44.0% | +45.6% | +39.0% |
| 10Y | +424.9% | +332.8% | +92.1% | +113.8% |
| All | +424.9% | +323.9% | +101.0% | +113.8% |
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