+117.0%
AXP vs ESI
+72.3%
+44.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -2.3% |
| 7D | -2.1% | +3.3% | -5.4% | -3.5% |
| 30D | -6.5% | -5.9% | -0.7% | -4.5% |
| 3M | +4.6% | -14.1% | +18.7% | +9.3% |
| 6M | +5.4% | +6.6% | -1.1% | -2.3% |
| YTD | -11.1% | +45.0% | -56.1% | -30.2% |
| 1Y | -0.3% | +41.5% | -41.8% | -21.3% |
| 3Y | +111.6% | +78.8% | +32.8% | +41.3% |
| All | +117.0% | +72.3% | +44.7% | +41.6% |
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