+380.9%
AXP vs ESI
+177.3%
+203.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.7% | +0.3% |
| 7D | +0.4% | -13.1% | +13.5% | +4.8% |
| 30D | +7.0% | -18.5% | +25.5% | +13.7% |
| 3M | -6.6% | -19.6% | +13.0% | -0.9% |
| 6M | +3.5% | -29.8% | +33.2% | +13.2% |
| YTD | -11.2% | +23.9% | -35.1% | -21.2% |
| 1Y | -10.2% | +15.0% | -25.1% | -18.4% |
| 3Y | +120.0% | +64.3% | +55.7% | +74.4% |
| 5Y | +95.6% | +26.3% | +69.2% | +66.6% |
| 10Y | +468.1% | +321.7% | +146.4% | +242.7% |
| All | +380.9% | +177.3% | +203.6% | +219.5% |
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