+381.1%
AXP vs ESI
+224.6%
+156.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -2.1% |
| 7D | -2.1% | +3.3% | -5.4% | -3.2% |
| 30D | -6.5% | -5.9% | -0.7% | -4.9% |
| 3M | +4.6% | -14.1% | +18.7% | +8.6% |
| 6M | +5.4% | +6.6% | -1.1% | +0.4% |
| YTD | -11.1% | +45.0% | -56.1% | -24.4% |
| 1Y | -0.3% | +41.5% | -41.8% | -14.8% |
| 3Y | +111.6% | +78.8% | +32.8% | +64.5% |
| 5Y | +117.6% | +70.9% | +46.7% | +70.1% |
| 10Y | +474.1% | +317.1% | +157.0% | +239.0% |
| All | +381.1% | +224.6% | +156.5% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling