+735.6%
AXP vs ET
+1,275.4%
-539.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +0.6% | -7.9% | +8.5% | +3.1% |
| 30D | +5.8% | -5.9% | +11.8% | +7.7% |
| 3M | -6.0% | -5.2% | -0.8% | -4.7% |
| 6M | +0.3% | +0.3% | 0.0% | -0.2% |
| YTD | -12.3% | +23.1% | -35.4% | -18.4% |
| 1Y | -11.2% | +22.7% | -34.0% | -17.4% |
| 3Y | +117.0% | +75.4% | +41.7% | +81.1% |
| 5Y | +93.2% | +202.6% | -109.4% | +36.1% |
| 10Y | +461.2% | +213.0% | +248.2% | +262.0% |
| All | +735.6% | +1,275.4% | -539.7% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling