+232.6%
AXP vs ESTC
+23.0%
+209.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.6% |
| 7D | +0.6% | -11.5% | +12.1% | +2.8% |
| 30D | +5.8% | -7.5% | +13.4% | +7.1% |
| 3M | -6.0% | +23.1% | -29.1% | -10.8% |
| 6M | +0.3% | +75.3% | -75.0% | -11.8% |
| YTD | -12.3% | +14.1% | -26.4% | -16.7% |
| 1Y | -11.2% | -0.6% | -10.7% | -13.9% |
| 3Y | +117.0% | +20.8% | +96.2% | +91.7% |
| 5Y | +93.2% | -48.8% | +141.9% | +89.4% |
| All | +232.6% | +23.0% | +209.6% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling