+464.9%
AXP vs EME
+1,278.1%
-813.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.2% |
| 7D | +0.6% | +5.2% | -4.6% | -1.8% |
| 30D | -4.3% | -5.4% | +1.0% | -2.2% |
| 3M | +4.7% | -6.1% | +10.8% | +5.7% |
| 6M | +9.0% | +9.7% | -0.7% | +0.9% |
| YTD | -11.1% | +26.6% | -37.7% | -24.2% |
| 1Y | +1.3% | +24.6% | -23.3% | -15.3% |
| 3Y | +114.5% | +249.6% | -135.1% | -5.9% |
| 5Y | +118.0% | +556.6% | -438.5% | -36.7% |
| 10Y | +464.9% | +1,286.6% | -821.7% | +7.7% |
| All | +464.9% | +1,278.1% | -813.1% | +7.7% |
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