+86.1%
AXP vs EME
+410.0%
-323.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.1% | +8.4% | -8.5% | -2.7% |
| 30D | +4.4% | -11.5% | +15.9% | +7.9% |
| 3M | -6.4% | -20.6% | +14.2% | -0.3% |
| 6M | +4.2% | -28.5% | +32.6% | +14.2% |
| YTD | -12.4% | +8.0% | -20.4% | -18.8% |
| 1Y | -11.1% | +6.8% | -17.9% | -17.4% |
| 3Y | +114.9% | +213.9% | -99.0% | +10.5% |
| All | +86.1% | +410.0% | -323.9% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling