+1,285.8%
AXP vs EFA
+394.8%
+891.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.3% |
| 7D | -2.1% | +0.6% | -2.7% | -2.7% |
| 30D | -6.5% | +0.9% | -7.4% | -7.4% |
| 3M | +4.6% | +4.9% | -0.2% | -1.0% |
| 6M | +5.4% | +8.6% | -3.1% | -4.6% |
| YTD | -11.1% | +14.6% | -25.7% | -24.4% |
| 1Y | -0.3% | +22.6% | -22.9% | -21.3% |
| 3Y | +111.6% | +66.5% | +45.1% | +18.7% |
| 5Y | +117.6% | +54.5% | +63.0% | +33.8% |
| 10Y | +474.1% | +144.8% | +329.3% | +124.8% |
| All | +1,285.8% | +394.8% | +891.0% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling