+86.1%
AXP vs ESI
+36.5%
+49.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.1% | +5.5% | -5.6% | -2.2% |
| 30D | +4.4% | -7.8% | +12.2% | +7.0% |
| 3M | -6.4% | -15.0% | +8.6% | -1.6% |
| 6M | +4.2% | -24.9% | +29.1% | +13.3% |
| YTD | -12.4% | +33.2% | -45.6% | -30.2% |
| 1Y | -11.1% | +24.9% | -36.0% | -27.0% |
| 3Y | +114.9% | +77.8% | +37.1% | +38.0% |
| All | +86.1% | +36.5% | +49.6% | +46.3% |
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