-0.3%
AXP vs EME
+19.7%
-20.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -2.1% | +1.9% | -4.0% | -2.3% |
| 30D | -6.5% | -8.3% | +1.7% | -5.7% |
| 3M | +4.6% | -10.7% | +15.4% | +5.5% |
| 6M | +5.4% | +1.9% | +3.5% | +4.7% |
| YTD | -11.1% | +23.5% | -34.6% | -13.5% |
| 1Y | -0.3% | +18.0% | -18.3% | -4.1% |
| All | -0.3% | +19.7% | -20.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling