-11.7%
AXP vs ESI
+23.9%
-35.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.5% |
| 7D | -2.9% | +1.8% | -4.7% | -3.1% |
| 30D | +3.7% | -6.6% | +10.3% | +4.3% |
| 3M | -4.9% | -9.4% | +4.5% | -4.0% |
| 6M | +4.1% | -24.1% | +28.2% | +7.0% |
| YTD | -11.7% | +37.1% | -48.8% | -24.8% |
| 1Y | -11.7% | +24.5% | -36.3% | -21.5% |
| All | -11.7% | +23.9% | -35.6% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling