+235.1%
AXP vs ESTC
+24.6%
+210.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.4% |
| 7D | -0.6% | -3.6% | +2.9% | 0.0% |
| 30D | +5.0% | -11.2% | +16.1% | +7.0% |
| 3M | -4.2% | +14.3% | -18.6% | -7.8% |
| 6M | +2.9% | +67.0% | -64.0% | -8.6% |
| YTD | -11.6% | +15.7% | -27.2% | -16.3% |
| 1Y | -11.1% | -6.3% | -4.8% | -12.7% |
| 3Y | +116.7% | +14.5% | +102.2% | +93.7% |
| 5Y | +89.6% | -49.9% | +139.5% | +87.1% |
| All | +235.1% | +24.6% | +210.5% | +117.2% |
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