-6.7%
AXP vs EME
-3.1%
-3.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.6% | +11.8% | +3.2% |
| 7D | +4.6% | -5.8% | +10.4% | +5.1% |
| 30D | +9.7% | -17.9% | +27.7% | +11.9% |
| 3M | -3.8% | -22.0% | +18.2% | -1.4% |
| 6M | +4.8% | -29.7% | +34.5% | +8.9% |
| YTD | -9.1% | +4.7% | -13.8% | -13.1% |
| 1Y | -6.7% | -2.1% | -4.6% | -8.9% |
| All | -6.7% | -3.1% | -3.6% | -8.9% |
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