+114.9%
AXP vs EMB
+29.8%
+85.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.1% |
| 7D | -0.1% | -0.9% | +0.8% | +1.2% |
| 30D | +4.4% | +0.4% | +4.1% | +4.0% |
| 3M | -6.4% | -3.1% | -3.3% | -2.0% |
| 6M | +4.2% | -2.1% | +6.2% | +7.5% |
| YTD | -12.4% | -1.1% | -11.3% | -10.7% |
| 1Y | -11.1% | -0.1% | -11.1% | -10.7% |
| 3Y | +114.9% | +29.6% | +85.3% | +76.6% |
| All | +114.9% | +29.8% | +85.1% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling