+407.0%
AXP vs ETR
+378.9%
+28.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.1% | +1.2% | -1.3% | -0.7% |
| 30D | +4.4% | +7.0% | -2.6% | +1.1% |
| 3M | -6.4% | +4.6% | -11.0% | -8.6% |
| 6M | +4.2% | +0.1% | +4.0% | +3.5% |
| YTD | -12.4% | +23.2% | -35.5% | -22.4% |
| 1Y | -11.1% | +20.6% | -31.7% | -20.5% |
| 3Y | +114.9% | +156.3% | -41.4% | +24.6% |
| 5Y | +87.4% | +159.6% | -72.2% | +4.7% |
| All | +407.0% | +378.9% | +28.1% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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