+403.0%
AXP vs ET
+161.1%
+241.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.1% | +3.0% | -5.2% | -3.3% |
| 30D | +2.7% | -3.5% | +6.1% | +3.9% |
| 3M | -7.3% | -5.6% | -1.7% | -5.4% |
| 6M | +1.8% | +0.5% | +1.3% | +0.9% |
| YTD | -13.1% | +26.3% | -39.4% | -22.0% |
| 1Y | -13.7% | +25.7% | -39.4% | -22.5% |
| 3Y | +113.1% | +85.1% | +28.0% | +63.3% |
| 5Y | +85.9% | +216.4% | -130.5% | +14.1% |
| All | +403.0% | +161.1% | +241.9% | +185.9% |
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