+403.0%
AXP vs EMR
+279.1%
+123.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -2.1% | +2.7% | -4.8% | -4.0% |
| 30D | +2.7% | +2.1% | +0.6% | +0.9% |
| 3M | -7.3% | +2.3% | -9.5% | -9.3% |
| 6M | +1.8% | +22.5% | -20.7% | -13.3% |
| YTD | -13.1% | +27.2% | -40.3% | -29.4% |
| 1Y | -13.7% | +28.0% | -41.7% | -30.3% |
| 3Y | +113.1% | +103.4% | +9.7% | +17.2% |
| 5Y | +85.9% | +88.2% | -2.2% | +6.3% |
| All | +403.0% | +279.1% | +123.9% | +68.4% |
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