+428.4%
AXP vs EMR
+294.2%
+134.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | -0.6% | +0.7% | -1.3% | -1.2% |
| 30D | +5.0% | +3.5% | +1.4% | +2.2% |
| 3M | -4.2% | +5.9% | -10.2% | -8.7% |
| 6M | +2.9% | +19.4% | -16.5% | -10.7% |
| YTD | -11.6% | +27.7% | -39.2% | -28.4% |
| 1Y | -11.1% | +30.9% | -42.0% | -29.4% |
| 3Y | +116.7% | +104.2% | +12.5% | +18.9% |
| 5Y | +89.6% | +89.6% | 0.0% | +7.8% |
| 10Y | +428.4% | +280.0% | +148.4% | +77.4% |
| All | +428.4% | +294.2% | +134.2% | +77.4% |
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