+440.3%
AXP vs EMR
+319.4%
+120.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -2.0% |
| 7D | -1.1% | +2.1% | -3.3% | -2.7% |
| 30D | +5.2% | +4.8% | +0.5% | +1.6% |
| 3M | -4.6% | +7.5% | -12.1% | -9.9% |
| 6M | +3.2% | +20.9% | -17.6% | -11.2% |
| YTD | -11.3% | +29.2% | -40.5% | -28.8% |
| 1Y | -11.0% | +33.0% | -44.0% | -30.1% |
| 3Y | +120.2% | +109.8% | +10.4% | +18.5% |
| 5Y | +91.7% | +91.9% | -0.2% | +8.1% |
| 10Y | +440.3% | +301.5% | +138.8% | +76.5% |
| All | +440.3% | +319.4% | +120.9% | +76.5% |
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