+440.3%
AXP vs ET
+169.5%
+270.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -1.1% | -4.4% | +3.3% | +0.7% |
| 30D | +5.2% | -4.8% | +10.0% | +7.1% |
| 3M | -4.6% | -3.4% | -1.1% | -3.5% |
| 6M | +3.2% | +2.2% | +1.0% | +1.7% |
| YTD | -11.3% | +24.2% | -35.6% | -19.9% |
| 1Y | -11.0% | +24.5% | -35.5% | -19.7% |
| 3Y | +120.2% | +83.6% | +36.6% | +69.4% |
| 5Y | +91.7% | +203.4% | -111.6% | +19.7% |
| 10Y | +440.3% | +166.5% | +273.8% | +210.5% |
| All | +440.3% | +169.5% | +270.8% | +210.5% |
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