+746.5%
AXP vs ET
+1,435.0%
-688.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | +0.9% | -3.0% | -2.4% |
| 30D | -6.5% | +7.5% | -14.0% | -8.6% |
| 3M | +4.6% | +11.4% | -6.8% | +1.0% |
| 6M | +5.4% | +18.5% | -13.1% | -0.4% |
| YTD | -11.1% | +37.4% | -48.5% | -19.9% |
| 1Y | -0.3% | +30.9% | -31.2% | -9.0% |
| 3Y | +111.6% | +98.7% | +12.8% | +70.1% |
| 5Y | +117.6% | +230.7% | -113.1% | +49.1% |
| 10Y | +474.1% | +175.6% | +298.5% | +280.1% |
| All | +746.5% | +1,435.0% | -688.5% | +41.8% |
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