+95.6%
AXP vs EMR
+82.9%
+12.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | +0.3% |
| 7D | +0.4% | -4.8% | +5.2% | +3.1% |
| 30D | +7.0% | +0.7% | +6.3% | +6.4% |
| 3M | -6.6% | +0.4% | -7.0% | -7.2% |
| 6M | +3.5% | +18.4% | -14.9% | -7.6% |
| YTD | -11.2% | +23.9% | -35.1% | -23.9% |
| 1Y | -10.2% | +24.7% | -34.9% | -23.4% |
| 3Y | +120.0% | +86.4% | +33.7% | +40.7% |
| 5Y | +95.6% | +83.3% | +12.3% | +27.3% |
| All | +95.6% | +82.9% | +12.7% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling