+1,268.0%
AXP vs EFA
+365.3%
+902.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.4% |
| 7D | +0.6% | -1.4% | +2.0% | +2.2% |
| 30D | +5.8% | -1.2% | +7.0% | +7.2% |
| 3M | -6.0% | -5.1% | -0.9% | -0.6% |
| 6M | +0.3% | -1.2% | +1.5% | +1.1% |
| YTD | -12.3% | +7.8% | -20.0% | -20.3% |
| 1Y | -11.2% | +12.2% | -23.4% | -22.8% |
| 3Y | +117.0% | +61.5% | +55.5% | +25.6% |
| 5Y | +93.2% | +45.8% | +47.4% | +26.5% |
| 10Y | +461.2% | +141.8% | +319.3% | +123.0% |
| All | +1,268.0% | +365.3% | +902.7% | +157.7% |
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