+116.7%
AXP vs ESTC
+19.0%
+97.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.2% |
| 7D | -0.6% | -3.6% | +2.9% | -0.1% |
| 30D | +5.0% | -11.2% | +16.1% | +6.6% |
| 3M | -4.2% | +14.3% | -18.6% | -7.2% |
| 6M | +2.9% | +67.0% | -64.0% | -7.1% |
| YTD | -11.6% | +15.7% | -27.2% | -15.6% |
| 1Y | -11.1% | -6.3% | -4.8% | -12.4% |
| 3Y | +116.7% | +14.5% | +102.2% | +106.4% |
| All | +116.7% | +19.0% | +97.7% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling