+440.3%
AXP vs EFA
+146.9%
+293.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | -2.7% |
| 7D | -1.1% | +1.2% | -2.3% | -2.7% |
| 30D | +5.2% | +1.5% | +3.7% | +3.2% |
| 3M | -4.6% | -3.3% | -1.3% | -0.8% |
| 6M | +3.2% | +2.6% | +0.7% | -0.7% |
| YTD | -11.3% | +11.0% | -22.4% | -23.7% |
| 1Y | -11.0% | +15.1% | -26.1% | -26.8% |
| 3Y | +120.2% | +67.6% | +52.5% | +9.4% |
| 5Y | +91.7% | +50.5% | +41.2% | +11.4% |
| 10Y | +440.3% | +144.8% | +295.5% | +84.6% |
| All | +440.3% | +146.9% | +293.4% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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