+89.6%
AXP vs ESI
+39.6%
+50.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | -0.6% | -6.6% | +6.0% | +1.8% |
| 30D | +5.0% | -9.8% | +14.8% | +8.5% |
| 3M | -4.2% | -11.9% | +7.7% | -0.8% |
| 6M | +2.9% | -25.1% | +28.0% | +12.0% |
| YTD | -11.6% | +31.9% | -43.5% | -29.3% |
| 1Y | -11.1% | +19.2% | -30.3% | -25.1% |
| 3Y | +116.7% | +76.2% | +40.6% | +39.8% |
| 5Y | +89.6% | +39.4% | +50.2% | +45.6% |
| All | +89.6% | +39.6% | +50.1% | +45.6% |
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