+738.3%
AXP vs EMB
+132.1%
+606.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -6.5% | -0.3% | -6.2% | -6.2% |
| 3M | +4.6% | -0.4% | +5.1% | +5.2% |
| 6M | +5.4% | +0.1% | +5.3% | +5.5% |
| YTD | -11.1% | +1.6% | -12.7% | -12.4% |
| 1Y | -0.3% | +5.6% | -5.9% | -5.5% |
| 3Y | +111.6% | +29.8% | +81.7% | +64.2% |
| 5Y | +117.6% | +7.3% | +110.3% | +103.4% |
| 10Y | +474.1% | +30.4% | +443.7% | +363.8% |
| All | +738.3% | +132.1% | +606.1% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling