+448.7%
AXP vs EME
+933.6%
-484.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.2% |
| 7D | +0.6% | -10.5% | +11.1% | +5.1% |
| 30D | +5.8% | -22.4% | +28.2% | +17.8% |
| 3M | -6.0% | -24.7% | +18.7% | +5.3% |
| 6M | +0.3% | -35.5% | +35.8% | +19.1% |
| YTD | -12.3% | -0.3% | -11.9% | -17.7% |
| 1Y | -11.2% | -6.7% | -4.5% | -14.1% |
| 3Y | +117.0% | +190.6% | -73.6% | +1.1% |
| 5Y | +93.2% | +367.3% | -274.1% | -34.7% |
| All | +448.7% | +933.6% | -484.9% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling