+407.0%
AXP vs ET
+160.8%
+246.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.1% | +2.5% | -2.7% | -1.1% |
| 30D | +4.4% | -2.5% | +6.9% | +5.3% |
| 3M | -6.4% | -4.9% | -1.6% | -4.8% |
| 6M | +4.2% | -0.1% | +4.2% | +3.6% |
| YTD | -12.4% | +26.2% | -38.6% | -21.3% |
| 1Y | -11.1% | +25.2% | -36.3% | -20.0% |
| 3Y | +114.9% | +84.2% | +30.7% | +65.0% |
| 5Y | +87.4% | +216.1% | -128.7% | +15.1% |
| All | +407.0% | +160.8% | +246.2% | +188.3% |
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