+467.1%
AXP vs ET
+166.1%
+300.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -5.0% | +5.3% | -10.3% | -7.0% |
| 3M | +1.4% | +15.6% | -14.3% | -4.6% |
| 6M | +6.0% | +20.6% | -14.6% | -2.2% |
| YTD | -12.3% | +38.5% | -50.8% | -23.7% |
| 1Y | +0.3% | +35.7% | -35.4% | -12.3% |
| 3Y | +111.7% | +98.4% | +13.3% | +59.2% |
| 5Y | +114.5% | +245.3% | -130.7% | +28.9% |
| 10Y | +467.1% | +173.7% | +293.3% | +221.9% |
| All | +467.1% | +166.1% | +300.9% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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