+448.7%
AXP vs EMR
+312.7%
+136.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.1% |
| 7D | +0.6% | -1.6% | +2.2% | +1.7% |
| 30D | +5.8% | +2.0% | +3.9% | +4.2% |
| 3M | -6.0% | +3.8% | -9.8% | -9.0% |
| 6M | +0.3% | +10.5% | -10.2% | -8.1% |
| YTD | -12.3% | +23.7% | -36.0% | -27.3% |
| 1Y | -11.2% | +25.4% | -36.7% | -27.3% |
| 3Y | +117.0% | +86.6% | +30.5% | +27.2% |
| 5Y | +93.2% | +83.0% | +10.2% | +12.9% |
| All | +448.7% | +312.7% | +136.0% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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