+95.6%
AXP vs ESTC
-51.6%
+147.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | -1.2% |
| 7D | +0.4% | -18.5% | +18.9% | +3.9% |
| 30D | +7.0% | -11.0% | +18.0% | +8.9% |
| 3M | -6.6% | +20.8% | -27.4% | -10.8% |
| 6M | +3.5% | +67.9% | -64.4% | -7.6% |
| YTD | -11.2% | +11.6% | -22.8% | -15.1% |
| 1Y | -10.2% | -3.3% | -6.9% | -12.2% |
| 3Y | +120.0% | +16.4% | +103.6% | +97.6% |
| 5Y | +95.6% | -49.9% | +145.4% | +69.7% |
| All | +95.6% | -51.6% | +147.2% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling