+95.6%
AXP vs ESI
+24.6%
+71.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.7% | +0.8% |
| 7D | +0.4% | -13.1% | +13.5% | +5.7% |
| 30D | +7.0% | -18.5% | +25.5% | +15.1% |
| 3M | -6.6% | -19.6% | +13.0% | +0.3% |
| 6M | +3.5% | -29.8% | +33.2% | +15.3% |
| YTD | -11.2% | +23.9% | -35.1% | -27.0% |
| 1Y | -10.2% | +15.0% | -25.1% | -23.4% |
| 3Y | +120.0% | +64.3% | +55.7% | +47.0% |
| 5Y | +95.6% | +26.3% | +69.2% | +49.1% |
| All | +95.6% | +24.6% | +71.0% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling